+89.8%
ABBV vs ZBH
-21.6%
+111.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.1% |
| 7D | -2.0% | -6.6% | +4.5% | -0.5% |
| 30D | +2.0% | -4.9% | +6.9% | +3.1% |
| 3M | +14.2% | +5.1% | +9.0% | +12.8% |
| 6M | +14.1% | +1.3% | +12.7% | +13.2% |
| YTD | +14.2% | +3.4% | +10.9% | +12.6% |
| 1Y | +24.2% | -8.7% | +32.9% | +25.5% |
| All | +89.8% | -21.6% | +111.4% | +98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling