+124.6%
ILMN vs ZBH
+5.6%
+119.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.7% | -2.4% |
| 7D | -9.8% | +10.6% | -20.4% | -12.1% |
| 30D | -22.7% | +20.4% | -43.1% | -26.4% |
| 3M | +12.1% | +10.0% | +2.0% | +9.2% |
| 6M | +51.5% | +31.0% | +20.4% | +39.7% |
| YTD | +63.9% | +20.3% | +43.5% | +54.0% |
| 1Y | +76.6% | +22.2% | +54.3% | +65.2% |
| 3Y | +124.6% | +4.7% | +119.9% | +92.0% |
| All | +124.6% | +5.6% | +119.0% | +92.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling