+2,770.9%
AVGO vs ZBH
-16.2%
+2,787.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | +1.1% | -4.7% | +5.8% | +2.7% |
| 30D | -13.0% | -4.5% | -8.5% | -11.8% |
| 3M | -6.0% | +7.6% | -13.5% | -9.5% |
| 6M | +6.4% | +0.3% | +6.1% | +4.5% |
| YTD | +5.0% | +4.5% | +0.4% | +1.0% |
| 1Y | +1.4% | -9.4% | +10.8% | +2.1% |
| 3Y | +336.8% | -21.5% | +358.3% | +353.7% |
| 5Y | +698.2% | -28.4% | +726.6% | +748.1% |
| All | +2,770.9% | -16.2% | +2,787.1% | +2,498.3% |
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 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