+17.9%
ZBH vs EXEL
+320.7%
-302.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | -2.3% | -0.8% | -1.4% | -2.1% |
| 30D | +12.5% | +13.1% | -0.7% | +10.5% |
| 3M | +3.9% | +36.3% | -32.4% | -0.5% |
| 6M | +25.4% | +34.5% | -9.1% | +20.1% |
| YTD | +15.7% | +57.4% | -41.7% | +8.0% |
| 1Y | +15.2% | +62.9% | -47.8% | +6.9% |
| 3Y | +0.3% | +229.5% | -229.2% | -18.7% |
| 5Y | -16.1% | +281.2% | -297.3% | -34.5% |
| All | +17.9% | +320.7% | -302.9% | -14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling