+473.4%
LLY vs ZBH
-15.5%
+488.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.3% |
| 7D | +4.6% | -2.1% | +6.7% | +4.9% |
| 30D | +22.4% | +13.6% | +8.8% | +20.2% |
| 3M | +17.1% | +7.1% | +10.0% | +15.9% |
| 6M | +44.6% | +26.1% | +18.6% | +40.4% |
| YTD | +33.5% | +17.2% | +16.2% | +30.2% |
| 1Y | +41.1% | +17.4% | +23.7% | +37.7% |
| 3Y | +143.8% | +2.0% | +141.7% | +138.5% |
| 5Y | +473.4% | -15.0% | +488.3% | +472.4% |
| All | +473.4% | -15.5% | +488.8% | +472.4% |
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