-1.9%
BDX vs ZBH
-28.6%
+26.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.3% |
| 7D | -3.2% | -4.7% | +1.5% | -1.2% |
| 30D | -2.5% | -4.5% | +1.9% | -0.7% |
| 3M | +21.4% | +7.6% | +13.8% | +17.8% |
| 6M | +10.4% | +0.3% | +10.1% | +9.7% |
| YTD | +18.8% | +4.5% | +14.3% | +16.1% |
| 1Y | +21.7% | -9.4% | +31.1% | +24.7% |
| 3Y | -10.0% | -21.5% | +11.5% | -4.0% |
| All | -1.9% | -28.6% | +26.7% | +3.7% |
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