+269.3%
ZBH vs EXEL
+207.4%
+61.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.3% | -1.7% | -3.7% |
| 7D | -5.2% | +1.4% | -6.6% | -5.4% |
| 30D | -2.4% | +6.7% | -9.1% | -3.2% |
| 3M | +8.3% | +11.5% | -3.2% | +6.8% |
| 6M | +0.7% | +38.8% | -38.1% | -3.5% |
| YTD | +5.3% | +31.6% | -26.2% | +1.5% |
| 1Y | -9.1% | +53.0% | -62.1% | -14.3% |
| 3Y | -19.7% | +160.8% | -180.5% | -30.2% |
| 5Y | -31.3% | +190.1% | -221.4% | -41.6% |
| 10Y | -18.9% | +367.0% | -385.9% | -38.5% |
| All | +269.3% | +207.4% | +61.9% | +95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling