+7.9%
ZBH vs EXEL
+92.4%
-84.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +0.6% | +12.9% | +13.5% |
| 7D | +14.3% | +9.8% | +4.5% | +14.6% |
| 30D | +20.3% | +23.6% | -3.3% | +20.9% |
| 3M | +15.3% | +29.9% | -14.6% | +16.2% |
| 6M | +33.9% | +64.7% | -30.8% | +39.3% |
| YTD | +23.5% | +66.0% | -42.5% | +28.7% |
| 1Y | +7.9% | +92.0% | -84.1% | +29.1% |
| All | +7.9% | +92.4% | -84.5% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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