+20.0%
YUM vs ZBH
-28.6%
+48.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.4% |
| 7D | -6.1% | -4.7% | -1.4% | -5.0% |
| 30D | -5.8% | -4.5% | -1.3% | -4.8% |
| 3M | -7.6% | +7.6% | -15.2% | -9.6% |
| 6M | -9.1% | +0.3% | -9.4% | -9.8% |
| YTD | -5.5% | +4.5% | -10.0% | -7.4% |
| 1Y | -3.7% | -9.4% | +5.7% | -2.4% |
| 3Y | +17.8% | -21.5% | +39.3% | +23.1% |
| All | +20.0% | -28.6% | +48.7% | +22.5% |
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 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