-53.1%
ILMN vs ZBH
-30.7%
-22.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.6% | -1.5% |
| 7D | +1.9% | -5.2% | +7.1% | +4.4% |
| 30D | +12.3% | -2.4% | +14.7% | +13.4% |
| 3M | +33.5% | +8.3% | +25.3% | +27.7% |
| 6M | +69.4% | +0.7% | +68.7% | +66.7% |
| YTD | +60.9% | +5.3% | +55.6% | +54.1% |
| 1Y | +115.0% | -9.1% | +124.0% | +119.0% |
| 3Y | +37.0% | -19.7% | +56.7% | +46.7% |
| 5Y | -53.1% | -31.3% | -21.9% | -50.7% |
| All | -53.1% | -30.7% | -22.4% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling