+2,566.1%
YUM vs ZBH
+265.6%
+2,300.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.1% |
| 7D | -5.2% | -6.6% | +1.4% | -3.1% |
| 30D | -0.1% | -4.9% | +4.8% | +1.5% |
| 3M | -4.3% | +5.1% | -9.4% | -6.3% |
| 6M | -8.7% | +1.3% | -10.1% | -10.0% |
| YTD | -3.5% | +3.4% | -6.9% | -5.7% |
| 1Y | +0.5% | -8.7% | +9.1% | +1.7% |
| 3Y | +20.5% | -21.2% | +41.7% | +26.1% |
| 5Y | +21.8% | -29.2% | +51.0% | +30.0% |
| 10Y | +176.5% | -17.5% | +194.0% | +165.3% |
| All | +2,566.1% | +265.6% | +2,300.5% | +1,401.7% |
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 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