+71.8%
ILMN vs ZBH
+18.8%
+53.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.2% |
| 7D | +0.7% | -2.1% | +2.9% | +1.1% |
| 30D | -22.7% | +13.6% | -36.3% | -24.1% |
| 3M | +8.6% | +7.1% | +1.5% | +7.7% |
| 6M | +43.8% | +26.1% | +17.7% | +36.4% |
| YTD | +59.8% | +17.2% | +42.6% | +51.7% |
| 1Y | +71.8% | +17.4% | +54.4% | +62.9% |
| All | +71.8% | +18.8% | +53.0% | +62.9% |
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