+925.9%
BDX vs ZBH
+274.1%
+651.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | -3.6% | -4.9% | +1.4% | -1.9% |
| 30D | +0.7% | -3.2% | +3.9% | +1.8% |
| 3M | +19.0% | +5.8% | +13.1% | +16.7% |
| 6M | +10.8% | +2.0% | +8.8% | +9.7% |
| YTD | +20.1% | +5.8% | +14.4% | +17.6% |
| 1Y | +23.1% | -7.9% | +31.0% | +25.3% |
| 3Y | -8.8% | -19.4% | +10.5% | -4.0% |
| 5Y | -1.4% | -29.5% | +28.1% | +6.7% |
| 10Y | +60.5% | -15.5% | +76.1% | +55.3% |
| All | +925.9% | +274.1% | +651.7% | +512.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling