+358.5%
IBM vs ZBH
+287.8%
+70.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.3% |
| 7D | -0.3% | -2.8% | +2.5% | +0.5% |
| 30D | +0.3% | -0.1% | +0.4% | +0.2% |
| 3M | -21.6% | +13.4% | -35.0% | -24.3% |
| 6M | -4.7% | +3.0% | -7.7% | -5.9% |
| YTD | -19.1% | +9.7% | -28.7% | -21.7% |
| 1Y | -2.5% | -5.4% | +2.9% | -2.3% |
| 3Y | +74.2% | -15.6% | +89.7% | +77.4% |
| 5Y | +113.1% | -28.1% | +141.3% | +123.9% |
| 10Y | +133.5% | -15.2% | +148.8% | +125.6% |
| All | +358.5% | +287.8% | +70.6% | +190.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZBH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling