-15.5%
ZBH vs IBB
+122.2%
-137.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.8% |
| 7D | -4.9% | -3.9% | -1.0% | -3.0% |
| 30D | -3.2% | +2.7% | -6.0% | -4.7% |
| 3M | +5.8% | +21.4% | -15.5% | -4.2% |
| 6M | +2.0% | +20.1% | -18.1% | -7.4% |
| YTD | +5.8% | +21.9% | -16.1% | -5.0% |
| 1Y | -7.9% | +44.1% | -52.1% | -24.3% |
| 3Y | -19.4% | +63.4% | -82.7% | -38.8% |
| 5Y | -29.5% | +19.8% | -49.3% | -37.8% |
| 10Y | -15.5% | +127.0% | -142.6% | -47.4% |
| All | -15.5% | +122.2% | -137.8% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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