+182.8%
GSK vs ZBH
+287.8%
-105.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.7% |
| 7D | -1.8% | -2.8% | +1.0% | -1.1% |
| 30D | -2.2% | -0.1% | -2.1% | -2.2% |
| 3M | -1.8% | +13.4% | -15.2% | -5.2% |
| 6M | -10.6% | +3.0% | -13.6% | -11.7% |
| YTD | +4.4% | +9.7% | -5.2% | +1.4% |
| 1Y | +30.4% | -5.4% | +35.8% | +30.9% |
| 3Y | +60.1% | -15.6% | +75.6% | +63.7% |
| 5Y | +46.8% | -28.1% | +74.9% | +54.1% |
| 10Y | +79.2% | -15.2% | +94.5% | +71.4% |
| All | +182.8% | +287.8% | -105.0% | +59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling