+110.8%
ILMN vs ZBH
-9.5%
+120.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.5% |
| 7D | -9.2% | -6.6% | -2.6% | -8.4% |
| 30D | +4.4% | -4.9% | +9.3% | +5.0% |
| 3M | +23.9% | +5.1% | +18.8% | +22.8% |
| 6M | +64.5% | +1.3% | +63.2% | +62.8% |
| YTD | +53.5% | +3.4% | +50.1% | +52.0% |
| 1Y | +110.8% | -8.7% | +119.5% | +111.2% |
| All | +110.8% | -9.5% | +120.3% | +111.2% |
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