+25.4%
TMO vs ZBH
+11.3%
+14.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +13.5% | -12.4% | -1.1% |
| 7D | +0.3% | +14.3% | -14.0% | -2.0% |
| 30D | +4.3% | +20.3% | -15.9% | +0.9% |
| 3M | +25.1% | +15.3% | +9.9% | +21.8% |
| 6M | +52.9% | +33.9% | +19.0% | +45.5% |
| YTD | +22.2% | +23.5% | -1.3% | +16.8% |
| 1Y | +25.4% | +7.9% | +17.5% | +20.7% |
| All | +25.4% | +11.3% | +14.1% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling