+105.9%
GILD vs ZBH
-20.7%
+126.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | -4.8% | -4.7% | -0.2% | -3.9% |
| 30D | +5.8% | -4.5% | +10.3% | +6.7% |
| 3M | +14.9% | +7.6% | +7.4% | +13.2% |
| 6M | -0.4% | +0.3% | -0.6% | -0.8% |
| YTD | +18.5% | +4.5% | +14.0% | +16.8% |
| 1Y | +25.1% | -9.4% | +34.5% | +26.6% |
| 3Y | +105.9% | -21.5% | +127.4% | +106.3% |
| All | +105.9% | -20.7% | +126.6% | +106.3% |
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