+81.0%
BSX vs ZBH
-16.2%
+97.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.8% |
| 7D | -10.1% | -4.7% | -5.4% | -7.8% |
| 30D | -16.4% | -4.5% | -11.9% | -14.4% |
| 3M | -8.9% | +7.6% | -16.5% | -12.4% |
| 6M | -38.3% | +0.3% | -38.6% | -38.8% |
| YTD | -54.9% | +4.5% | -59.5% | -56.5% |
| 1Y | -58.8% | -9.4% | -49.4% | -57.7% |
| 3Y | -21.2% | -21.5% | +0.3% | -15.3% |
| 5Y | -3.3% | -28.4% | +25.1% | +7.7% |
| All | +81.0% | -16.2% | +97.2% | +73.8% |
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