+48.2%
GSK vs ZBH
-31.2%
+79.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.2% | -0.5% |
| 7D | -5.4% | -6.6% | +1.1% | -3.8% |
| 30D | -4.6% | -4.9% | +0.3% | -3.4% |
| 3M | -5.1% | +5.1% | -10.2% | -6.4% |
| 6M | -11.4% | +1.3% | -12.8% | -12.1% |
| YTD | +0.7% | +3.4% | -2.6% | -0.7% |
| 1Y | +23.0% | -8.7% | +31.7% | +24.3% |
| 3Y | +48.0% | -21.2% | +69.2% | +53.6% |
| 5Y | +48.2% | -29.2% | +77.4% | +53.7% |
| All | +48.2% | -31.2% | +79.4% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling