+104.5%
TEVA vs ZBH
+11.3%
+93.2%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +13.5% | -13.6% | +2.3% |
| 7D | +4.7% | +14.3% | -9.6% | +7.4% |
| 30D | +5.5% | +20.3% | -14.8% | +9.4% |
| 3M | +21.6% | +15.3% | +6.3% | +25.0% |
| 6M | +18.4% | +33.9% | -15.6% | +28.5% |
| YTD | +34.1% | +23.5% | +10.6% | +43.6% |
| 1Y | +104.5% | +7.9% | +96.6% | +96.6% |
| All | +104.5% | +11.3% | +93.2% | +96.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling