-11.6%
ABT vs ZBH
-31.2%
+19.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -0.9% |
| 7D | -5.0% | -6.6% | +1.6% | -2.6% |
| 30D | -5.8% | -4.9% | -0.9% | -4.1% |
| 3M | +16.7% | +5.1% | +11.6% | +14.6% |
| 6M | -5.2% | +1.3% | -6.6% | -6.3% |
| YTD | -16.0% | +3.4% | -19.3% | -17.6% |
| 1Y | -18.3% | -8.7% | -9.6% | -16.8% |
| 3Y | +9.2% | -21.2% | +30.4% | +16.5% |
| 5Y | -11.6% | -29.2% | +17.6% | -7.7% |
| All | -11.6% | -31.2% | +19.6% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling