+101.3%
PFE vs ZBH
+287.8%
-186.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.0% |
| 7D | +1.8% | -2.8% | +4.6% | +2.6% |
| 30D | +10.2% | -0.1% | +10.3% | +10.2% |
| 3M | +12.7% | +13.4% | -0.7% | +8.3% |
| 6M | +10.5% | +3.0% | +7.6% | +8.8% |
| YTD | +20.2% | +9.7% | +10.5% | +15.9% |
| 1Y | +24.1% | -5.4% | +29.5% | +24.3% |
| 3Y | -3.6% | -15.6% | +12.0% | -1.5% |
| 5Y | -20.9% | -28.1% | +7.3% | -16.8% |
| 10Y | +35.8% | -15.2% | +51.1% | +28.3% |
| All | +101.3% | +287.8% | -186.5% | +2.3% |
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