+7.4%
ABT vs ZBH
-21.6%
+29.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.1% |
| 7D | -5.0% | -6.6% | +1.6% | -3.0% |
| 30D | -5.8% | -4.9% | -0.9% | -4.3% |
| 3M | +16.7% | +5.1% | +11.6% | +15.1% |
| 6M | -5.2% | +1.3% | -6.6% | -6.1% |
| YTD | -16.0% | +3.4% | -19.3% | -17.3% |
| 1Y | -18.3% | -8.7% | -9.6% | -17.2% |
| All | +7.4% | -21.6% | +29.0% | +15.3% |
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