+320.5%
TMUS vs ZBH
+29.5%
+291.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.1% |
| 7D | +0.1% | -2.8% | +2.9% | +1.2% |
| 30D | +5.3% | -0.1% | +5.3% | +5.3% |
| 3M | +3.1% | +13.4% | -10.3% | -2.0% |
| 6M | -16.5% | +3.0% | -19.4% | -18.3% |
| YTD | -9.2% | +9.7% | -18.8% | -13.4% |
| 1Y | -26.5% | -5.4% | -21.1% | -26.4% |
| 3Y | +39.0% | -15.6% | +54.6% | +41.9% |
| 5Y | +40.4% | -28.1% | +68.5% | +50.0% |
| 10Y | +303.7% | -15.2% | +318.9% | +271.0% |
| All | +320.5% | +29.5% | +291.0% | +160.5% |
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