+5.0%
SYK vs ZBH
-29.4%
+34.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -0.7% |
| 7D | -12.3% | -6.6% | -5.8% | -8.8% |
| 30D | -22.4% | -4.9% | -17.5% | -20.1% |
| 3M | -12.3% | +5.1% | -17.5% | -14.3% |
| 6M | -24.3% | +1.3% | -25.7% | -25.0% |
| YTD | -22.8% | +3.4% | -26.1% | -24.4% |
| 1Y | -28.8% | -8.7% | -20.1% | -26.4% |
| 3Y | -4.0% | -21.2% | +17.2% | +6.5% |
| All | +5.0% | -29.4% | +34.4% | +19.0% |
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