+0.3%
ZBH vs EXEL
+230.5%
-230.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | -2.3% | -0.8% | -1.4% | -2.2% |
| 30D | +12.5% | +13.1% | -0.7% | +11.9% |
| 3M | +3.9% | +36.3% | -32.4% | +2.6% |
| 6M | +25.4% | +34.5% | -9.1% | +23.9% |
| YTD | +15.7% | +57.4% | -41.7% | +13.6% |
| 1Y | +15.2% | +62.9% | -47.8% | +13.0% |
| 3Y | +0.3% | +229.5% | -229.2% | -8.1% |
| All | +0.3% | +230.5% | -230.1% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling