+48.5%
PFE vs ZBH
+19.2%
+29.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -1.5% |
| 7D | -2.1% | -2.1% | 0.0% | -1.6% |
| 30D | +3.1% | +13.6% | -10.4% | 0.0% |
| 3M | +11.2% | +7.1% | +4.1% | +9.1% |
| 6M | +15.0% | +26.1% | -11.0% | +8.4% |
| YTD | +23.5% | +17.2% | +6.3% | +17.9% |
| 1Y | +18.9% | +17.4% | +1.5% | +13.5% |
| 3Y | +18.7% | +2.0% | +16.7% | +15.7% |
| 5Y | -24.0% | -15.0% | -9.1% | -23.9% |
| All | +48.5% | +19.2% | +29.3% | +33.9% |
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