+317.8%
TMUS vs ZBH
-18.0%
+335.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | -5.3% | -4.9% | -0.4% | -4.0% |
| 30D | +0.1% | -3.2% | +3.3% | +1.0% |
| 3M | -0.6% | +5.8% | -6.4% | -2.4% |
| 6M | -17.5% | +2.0% | -19.5% | -18.6% |
| YTD | -11.3% | +5.8% | -17.0% | -13.4% |
| 1Y | -25.4% | -7.9% | -17.5% | -24.6% |
| 3Y | +35.5% | -19.4% | +54.9% | +40.3% |
| 5Y | +41.9% | -29.5% | +71.4% | +50.8% |
| 10Y | +317.8% | -15.5% | +333.4% | +292.7% |
| All | +317.8% | -18.0% | +335.8% | +292.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling