+75.1%
CTVA vs ZBH
-21.6%
+96.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.2% |
| 7D | -4.7% | -6.6% | +1.9% | -3.2% |
| 30D | +11.1% | -4.9% | +16.0% | +12.3% |
| 3M | +13.7% | +5.1% | +8.6% | +12.3% |
| 6M | +11.2% | +1.3% | +9.9% | +10.4% |
| YTD | +26.9% | +3.4% | +23.5% | +25.3% |
| 1Y | +18.8% | -8.7% | +27.5% | +20.2% |
| All | +75.1% | -21.6% | +96.7% | +83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling