+370.1%
ISRG vs ZBH
-18.0%
+388.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | -5.0% | -4.9% | -0.1% | -2.3% |
| 30D | -10.2% | -3.2% | -7.0% | -8.6% |
| 3M | -17.2% | +5.8% | -23.0% | -19.6% |
| 6M | -28.4% | +2.0% | -30.4% | -29.5% |
| YTD | -37.6% | +5.8% | -43.4% | -40.0% |
| 1Y | -24.4% | -7.9% | -16.5% | -22.5% |
| 3Y | +18.4% | -19.4% | +37.8% | +26.9% |
| 5Y | -1.0% | -29.5% | +28.5% | +14.1% |
| 10Y | +370.1% | -15.5% | +385.7% | +350.6% |
| All | +370.1% | -18.0% | +388.1% | +350.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling