+50.7%
PFE vs ZBH
+20.1%
+30.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -3.0% | -2.4% | -0.5% | -2.4% |
| 30D | +5.2% | +16.6% | -11.4% | +1.4% |
| 3M | +12.2% | +10.8% | +1.4% | +9.3% |
| 6M | +17.8% | +35.8% | -18.0% | +9.1% |
| YTD | +26.2% | +20.5% | +5.7% | +19.7% |
| 1Y | +23.2% | +22.7% | +0.4% | +16.3% |
| 3Y | +21.3% | +4.9% | +16.4% | +17.4% |
| 5Y | -23.1% | -12.8% | -10.3% | -23.4% |
| 10Y | +50.7% | +22.7% | +28.0% | +35.1% |
| All | +50.7% | +20.1% | +30.6% | +35.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling