+51.8%
TMUS vs ZBH
-16.1%
+67.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | +4.9% | -2.3% | +7.2% | +5.4% |
| 30D | +7.7% | +12.5% | -4.8% | +4.8% |
| 3M | -6.8% | +3.9% | -10.7% | -7.8% |
| 6M | -9.7% | +25.4% | -35.1% | -14.2% |
| YTD | -15.0% | +15.7% | -30.7% | -18.3% |
| 1Y | -19.1% | +15.2% | -34.3% | -22.2% |
| 3Y | +21.4% | +0.3% | +21.1% | +18.1% |
| All | +51.8% | -16.1% | +67.9% | +53.3% |
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