-25.0%
TEVA vs ZBH
-16.2%
-8.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.6% |
| 7D | +2.0% | -4.7% | +6.7% | +3.8% |
| 30D | +1.0% | -4.5% | +5.4% | +2.6% |
| 3M | +7.3% | +7.6% | -0.3% | +3.9% |
| 6M | +21.7% | +0.3% | +21.4% | +20.3% |
| YTD | +18.8% | +4.5% | +14.3% | +15.2% |
| 1Y | +86.5% | -9.4% | +95.9% | +87.9% |
| 3Y | +269.4% | -21.5% | +290.9% | +288.1% |
| 5Y | +303.6% | -28.4% | +332.0% | +333.3% |
| All | -25.0% | -16.2% | -8.8% | -28.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling