+159.7%
GILD vs ZBH
-16.2%
+175.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | -4.8% | -4.7% | -0.2% | -3.8% |
| 30D | +5.8% | -4.5% | +10.3% | +6.8% |
| 3M | +14.9% | +7.6% | +7.4% | +12.9% |
| 6M | -0.4% | +0.3% | -0.6% | -0.9% |
| YTD | +18.5% | +4.5% | +14.0% | +16.6% |
| 1Y | +25.1% | -9.4% | +34.5% | +26.5% |
| 3Y | +105.9% | -21.5% | +127.4% | +112.8% |
| 5Y | +143.0% | -28.4% | +171.4% | +153.2% |
| All | +159.7% | -16.2% | +175.9% | +153.4% |
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