+45.1%
ZBH vs VYM
+488.1%
-443.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.5% | +0.6% |
| 7D | -4.7% | -0.8% | -3.9% | -4.0% |
| 30D | -4.5% | -2.2% | -2.2% | -2.6% |
| 3M | +7.6% | +3.1% | +4.5% | +4.9% |
| 6M | +0.3% | +9.7% | -9.4% | -7.3% |
| YTD | +4.5% | +14.9% | -10.4% | -7.1% |
| 1Y | -9.4% | +17.6% | -27.0% | -21.0% |
| 3Y | -21.5% | +65.3% | -86.8% | -49.0% |
| 5Y | -28.4% | +78.7% | -107.1% | -56.4% |
| 10Y | -16.5% | +208.2% | -224.8% | -67.2% |
| All | +45.1% | +488.1% | -443.0% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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