+110.8%
PFE vs ZBH
+325.5%
-214.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.7% |
| 7D | -0.7% | +10.6% | -11.3% | -3.7% |
| 30D | +5.3% | +20.4% | -15.1% | -0.4% |
| 3M | +10.1% | +10.0% | +0.1% | +6.6% |
| 6M | +18.0% | +31.0% | -13.0% | +8.2% |
| YTD | +25.8% | +20.3% | +5.5% | +17.7% |
| 1Y | +28.4% | +22.2% | +6.2% | +19.5% |
| 3Y | +20.9% | +4.7% | +16.2% | +15.8% |
| 5Y | -21.5% | -13.7% | -7.8% | -22.1% |
| 10Y | +46.2% | +19.3% | +26.9% | +24.0% |
| All | +110.8% | +325.5% | -214.7% | +3.8% |
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