+96.3%
VTR vs ZBH
-16.2%
+112.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.0% |
| 7D | -0.3% | -4.7% | +4.4% | +1.8% |
| 30D | +1.1% | -4.5% | +5.6% | +3.1% |
| 3M | +7.9% | +7.6% | +0.3% | +3.6% |
| 6M | +6.2% | +0.3% | +5.9% | +4.4% |
| YTD | +17.7% | +4.5% | +13.2% | +13.0% |
| 1Y | +32.9% | -9.4% | +42.3% | +35.1% |
| 3Y | +129.7% | -21.5% | +151.2% | +144.5% |
| 5Y | +89.3% | -28.4% | +117.7% | +106.1% |
| All | +96.3% | -16.2% | +112.5% | +82.8% |
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