+43.0%
TMUS vs ZBH
-30.7%
+73.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.9% |
| 7D | -0.3% | -5.2% | +5.0% | +0.9% |
| 30D | +3.1% | -2.4% | +5.5% | +3.7% |
| 3M | +2.4% | +8.3% | -5.8% | +0.6% |
| 6M | -17.1% | +0.7% | -17.7% | -17.5% |
| YTD | -9.1% | +5.3% | -14.4% | -10.6% |
| 1Y | -23.6% | -9.1% | -14.5% | -22.7% |
| 3Y | +38.8% | -19.7% | +58.5% | +43.7% |
| 5Y | +43.0% | -31.3% | +74.2% | +48.8% |
| All | +43.0% | -30.7% | +73.7% | +48.8% |
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