-6.4%
SBUX vs ZBH
-31.2%
+24.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | 0.0% |
| 7D | -6.2% | -6.6% | +0.3% | -3.9% |
| 30D | -6.4% | -4.9% | -1.5% | -4.7% |
| 3M | +1.0% | +5.1% | -4.1% | -1.2% |
| 6M | -0.4% | +1.3% | -1.7% | -1.7% |
| YTD | +20.0% | +3.4% | +16.6% | +17.2% |
| 1Y | +22.8% | -8.7% | +31.5% | +24.5% |
| 3Y | +12.3% | -21.2% | +33.5% | +19.4% |
| 5Y | -6.4% | -29.2% | +22.8% | +0.7% |
| All | -6.4% | -31.2% | +24.8% | +0.7% |
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