+44.4%
GSK vs ZBH
-16.1%
+60.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.9% |
| 7D | +1.1% | -2.3% | +3.4% | +1.7% |
| 30D | +6.3% | +12.5% | -6.1% | +3.0% |
| 3M | +1.8% | +3.9% | -2.1% | +0.5% |
| 6M | +1.7% | +25.4% | -23.8% | -4.5% |
| YTD | +6.5% | +15.7% | -9.2% | +1.7% |
| 1Y | +9.5% | +15.2% | -5.7% | +4.6% |
| 3Y | +65.3% | +0.3% | +65.0% | +61.8% |
| All | +44.4% | -16.1% | +60.5% | +43.4% |
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 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