+86.5%
TEVA vs ZBH
-7.7%
+94.1%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +2.3% |
| 7D | +2.0% | -4.7% | +6.7% | +1.1% |
| 30D | +1.0% | -4.5% | +5.4% | +0.1% |
| 3M | +7.3% | +7.6% | -0.3% | +9.7% |
| 6M | +21.7% | +0.3% | +21.4% | +21.7% |
| YTD | +18.8% | +4.5% | +14.3% | +22.4% |
| 1Y | +86.5% | -9.4% | +95.9% | +81.9% |
| All | +86.5% | -7.7% | +94.1% | +81.9% |
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