+3,821.9%
ILMN vs ZBH
+287.8%
+3,534.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.1% |
| 7D | +1.2% | -2.8% | +4.0% | +2.6% |
| 30D | +9.2% | -0.1% | +9.3% | +9.1% |
| 3M | +29.8% | +13.4% | +16.4% | +21.4% |
| 6M | +69.2% | +3.0% | +66.2% | +64.7% |
| YTD | +66.4% | +9.7% | +56.7% | +56.5% |
| 1Y | +123.4% | -5.4% | +128.8% | +122.7% |
| 3Y | +33.2% | -15.6% | +48.7% | +37.6% |
| 5Y | -52.0% | -28.1% | -23.8% | -46.6% |
| 10Y | +33.6% | -15.2% | +48.8% | +28.4% |
| All | +3,821.9% | +287.8% | +3,534.0% | +1,671.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling