+386.6%
BSX vs ZBH
+274.1%
+112.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.3% |
| 7D | -7.0% | -4.9% | -2.1% | -4.5% |
| 30D | -10.9% | -3.2% | -7.7% | -9.3% |
| 3M | -8.2% | +5.8% | -14.0% | -11.2% |
| 6M | -37.5% | +2.0% | -39.4% | -38.6% |
| YTD | -52.8% | +5.8% | -58.6% | -54.9% |
| 1Y | -58.4% | -7.9% | -50.5% | -57.7% |
| 3Y | -16.5% | -19.4% | +2.8% | -11.9% |
| 5Y | -1.0% | -29.5% | +28.5% | +11.0% |
| 10Y | +91.2% | -15.5% | +106.8% | +85.2% |
| All | +386.6% | +274.1% | +112.4% | +109.0% |
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