+93.9%
ILMN vs ZBH
+11.3%
+82.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +13.5% | -18.4% | -5.3% |
| 7D | -21.6% | +14.3% | -35.8% | -21.9% |
| 30D | -22.9% | +20.3% | -43.2% | -23.5% |
| 3M | +11.6% | +15.3% | -3.7% | +10.8% |
| 6M | +62.5% | +33.9% | +28.6% | +59.2% |
| YTD | +72.7% | +23.5% | +49.2% | +69.9% |
| 1Y | +93.9% | +7.9% | +86.0% | +87.8% |
| All | +93.9% | +11.3% | +82.5% | +87.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling