+1,055.0%
SYK vs ZBH
+265.6%
+789.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -0.6% |
| 7D | -12.3% | -6.6% | -5.8% | -8.7% |
| 30D | -22.4% | -4.9% | -17.5% | -20.0% |
| 3M | -12.3% | +5.1% | -17.5% | -14.6% |
| 6M | -24.3% | +1.3% | -25.7% | -25.1% |
| YTD | -22.8% | +3.4% | -26.1% | -24.7% |
| 1Y | -28.8% | -8.7% | -20.1% | -26.3% |
| 3Y | -4.0% | -21.2% | +17.2% | +5.7% |
| 5Y | +3.8% | -29.2% | +33.1% | +20.7% |
| 10Y | +172.8% | -17.5% | +190.3% | +180.9% |
| All | +1,055.0% | +265.6% | +789.5% | +478.0% |
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 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