-3.0%
ISRG vs ZBH
-30.7%
+27.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.9% | -0.6% | -2.5% |
| 7D | -5.2% | -5.2% | 0.0% | -2.5% |
| 30D | -7.6% | -2.4% | -5.1% | -6.4% |
| 3M | -16.4% | +8.3% | -24.6% | -19.5% |
| 6M | -28.6% | +0.7% | -29.2% | -29.1% |
| YTD | -38.2% | +5.3% | -43.5% | -40.1% |
| 1Y | -25.5% | -9.1% | -16.4% | -23.2% |
| 3Y | +17.4% | -19.7% | +37.1% | +27.0% |
| 5Y | -3.0% | -31.3% | +28.3% | +8.3% |
| All | -3.0% | -30.7% | +27.8% | +8.3% |
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