+76.7%
GSK vs ZBH
-16.2%
+92.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -3.5% | -4.7% | +1.1% | -2.4% |
| 30D | -3.4% | -4.5% | +1.0% | -2.4% |
| 3M | -8.1% | +7.6% | -15.7% | -9.8% |
| 6M | -11.1% | +0.3% | -11.4% | -11.6% |
| YTD | +0.7% | +4.5% | -3.8% | -0.8% |
| 1Y | +20.1% | -9.4% | +29.5% | +21.7% |
| 3Y | +46.1% | -21.5% | +67.6% | +51.6% |
| 5Y | +48.2% | -28.4% | +76.6% | +54.7% |
| All | +76.7% | -16.2% | +92.9% | +71.5% |
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