+501.8%
MRK vs ZBH
+274.1%
+227.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -2.7% | -4.9% | +2.2% | -1.3% |
| 30D | +12.7% | -3.2% | +15.9% | +13.8% |
| 3M | +24.2% | +5.8% | +18.4% | +21.9% |
| 6M | +27.8% | +2.0% | +25.8% | +26.3% |
| YTD | +42.2% | +5.8% | +36.4% | +38.8% |
| 1Y | +80.2% | -7.9% | +88.1% | +82.2% |
| 3Y | +48.4% | -19.4% | +67.7% | +53.8% |
| 5Y | +133.6% | -29.5% | +163.1% | +146.7% |
| 10Y | +236.2% | -15.5% | +251.8% | +216.5% |
| All | +501.8% | +274.1% | +227.7% | +223.4% |
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 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