+10.6%
TMO vs ZBH
-28.6%
+39.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.7% |
| 7D | -0.6% | -4.7% | +4.0% | +1.0% |
| 30D | +1.1% | -4.5% | +5.6% | +2.6% |
| 3M | +28.3% | +7.6% | +20.8% | +24.8% |
| 6M | +23.3% | +0.3% | +23.0% | +22.3% |
| YTD | +5.5% | +4.5% | +0.9% | +2.8% |
| 1Y | +24.5% | -9.4% | +33.9% | +26.8% |
| 3Y | +19.6% | -21.5% | +41.0% | +26.5% |
| All | +10.6% | -28.6% | +39.2% | +13.9% |
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