+3,602.0%
LLY vs ZBH
+314.6%
+3,287.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | 0.0% |
| 7D | +4.6% | -2.1% | +6.7% | +5.2% |
| 30D | +22.4% | +13.6% | +8.8% | +17.9% |
| 3M | +17.1% | +7.1% | +10.0% | +14.5% |
| 6M | +44.6% | +26.1% | +18.6% | +35.0% |
| YTD | +33.5% | +17.2% | +16.2% | +26.5% |
| 1Y | +41.1% | +17.4% | +23.7% | +33.7% |
| 3Y | +143.8% | +2.0% | +141.7% | +133.6% |
| 5Y | +473.4% | -15.0% | +488.3% | +468.7% |
| 10Y | +2,035.0% | +19.4% | +2,015.6% | +1,691.0% |
| All | +3,602.0% | +314.6% | +3,287.4% | +2,007.5% |
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