+504.9%
ABBV vs ZBH
-16.2%
+521.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | +0.3% | -4.7% | +4.9% | +1.6% |
| 30D | +3.4% | -4.5% | +7.9% | +4.7% |
| 3M | +15.2% | +7.6% | +7.6% | +12.5% |
| 6M | +14.7% | +0.3% | +14.4% | +13.9% |
| YTD | +15.2% | +4.5% | +10.7% | +12.6% |
| 1Y | +20.4% | -9.4% | +29.8% | +22.1% |
| 3Y | +91.3% | -21.5% | +112.8% | +100.2% |
| 5Y | +189.6% | -28.4% | +218.0% | +206.0% |
| All | +504.9% | -16.2% | +521.1% | +466.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling