+510.3%
IQV vs ZBH
+39.7%
+470.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -2.6% | -4.9% | +2.3% | -0.2% |
| 30D | +6.2% | -3.2% | +9.4% | +7.8% |
| 3M | +38.0% | +5.8% | +32.1% | +34.0% |
| 6M | +43.9% | +2.0% | +42.0% | +41.7% |
| YTD | +14.0% | +5.8% | +8.2% | +9.7% |
| 1Y | +35.5% | -7.9% | +43.4% | +38.1% |
| 3Y | +20.3% | -19.4% | +39.7% | +28.6% |
| 5Y | -1.6% | -29.5% | +27.9% | +10.2% |
| 10Y | +233.4% | -15.5% | +249.0% | +220.1% |
| All | +510.3% | +39.7% | +470.5% | +384.7% |
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 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