+2,881.1%
LLY vs ZBH
+287.8%
+2,593.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -2.1% | -2.8% | +0.7% | -1.4% |
| 30D | -1.6% | -0.1% | -1.5% | -1.6% |
| 3M | +2.3% | +13.4% | -11.1% | -1.4% |
| 6M | +14.9% | +3.0% | +11.9% | +13.5% |
| YTD | +7.5% | +9.7% | -2.2% | +4.1% |
| 1Y | +55.7% | -5.4% | +61.1% | +56.1% |
| 3Y | +110.6% | -15.6% | +126.2% | +113.4% |
| 5Y | +363.4% | -28.1% | +391.5% | +382.7% |
| 10Y | +1,649.0% | -15.2% | +1,664.2% | +1,535.2% |
| All | +2,881.1% | +287.8% | +2,593.3% | +1,635.1% |
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