+3,518.7%
TMO vs ZBH
+265.6%
+3,253.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.4% |
| 7D | -2.5% | -6.6% | +4.1% | 0.0% |
| 30D | -0.3% | -4.9% | +4.6% | +1.5% |
| 3M | +25.3% | +5.1% | +20.1% | +22.5% |
| 6M | +20.9% | +1.3% | +19.5% | +19.3% |
| YTD | +4.3% | +3.4% | +0.9% | +1.9% |
| 1Y | +27.0% | -8.7% | +35.7% | +29.0% |
| 3Y | +17.5% | -21.2% | +38.7% | +24.4% |
| 5Y | +6.9% | -29.2% | +36.1% | +15.9% |
| 10Y | +332.0% | -17.5% | +349.5% | +310.0% |
| All | +3,518.7% | +265.6% | +3,253.2% | +2,034.9% |
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 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