-21.5%
ZBH vs EXEL
+154.7%
-176.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.2% |
| 7D | -4.7% | -4.9% | +0.2% | -4.5% |
| 30D | -4.5% | +11.4% | -15.9% | -4.8% |
| 3M | +7.6% | +4.9% | +2.7% | +7.4% |
| 6M | +0.3% | +34.4% | -34.1% | -0.5% |
| YTD | +4.5% | +28.0% | -23.5% | +3.8% |
| 1Y | -9.4% | +43.6% | -53.0% | -10.3% |
| 3Y | -21.5% | +155.2% | -176.7% | -24.1% |
| All | -21.5% | +154.7% | -176.2% | -24.1% |
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