-22.2%
PFE vs ZBH
-30.7%
+8.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -1.6% |
| 7D | -2.7% | -5.2% | +2.5% | -1.7% |
| 30D | +3.8% | -2.4% | +6.3% | +4.3% |
| 3M | +10.4% | +8.3% | +2.1% | +8.6% |
| 6M | +6.3% | +0.7% | +5.6% | +5.7% |
| YTD | +17.4% | +5.3% | +12.0% | +15.6% |
| 1Y | +21.1% | -9.1% | +30.2% | +22.2% |
| 3Y | -1.6% | -19.7% | +18.1% | +0.5% |
| 5Y | -22.2% | -31.3% | +9.1% | -17.3% |
| All | -22.2% | -30.7% | +8.6% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling