+107.4%
PFE vs ZBH
+309.2%
-201.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.6% |
| 7D | -1.7% | -2.3% | +0.6% | -1.1% |
| 30D | +0.3% | +12.5% | -12.1% | -3.3% |
| 3M | +9.4% | +3.9% | +5.4% | +7.7% |
| 6M | +14.9% | +25.4% | -10.5% | +6.7% |
| YTD | +23.8% | +15.7% | +8.1% | +17.1% |
| 1Y | +19.5% | +15.2% | +4.3% | +13.2% |
| 3Y | +21.0% | +0.3% | +20.7% | +17.4% |
| 5Y | -23.9% | -16.1% | -7.8% | -23.9% |
| 10Y | +47.8% | +17.8% | +30.0% | +25.6% |
| All | +107.4% | +309.2% | -201.8% | +3.3% |
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 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