+197.1%
ABT vs ZBH
-16.2%
+213.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.8% |
| 7D | -5.9% | -4.7% | -1.2% | -4.3% |
| 30D | -8.1% | -4.5% | -3.6% | -6.6% |
| 3M | +14.5% | +7.6% | +7.0% | +11.4% |
| 6M | -6.3% | +0.3% | -6.6% | -6.9% |
| YTD | -17.1% | +4.5% | -21.6% | -19.0% |
| 1Y | -21.4% | -9.4% | -12.0% | -19.7% |
| 3Y | +5.9% | -21.5% | +27.4% | +12.4% |
| 5Y | -12.8% | -28.4% | +15.6% | -5.7% |
| All | +197.1% | -16.2% | +213.3% | +192.0% |
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