+284.4%
ZBH vs IBB
+706.0%
-421.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | -2.8% | +1.4% | -4.2% | -3.5% |
| 30D | -0.1% | +10.5% | -10.6% | -4.8% |
| 3M | +13.4% | +23.6% | -10.2% | +2.4% |
| 6M | +3.0% | +22.6% | -19.7% | -6.9% |
| YTD | +9.7% | +25.7% | -16.0% | -2.2% |
| 1Y | -5.4% | +51.4% | -56.8% | -22.8% |
| 3Y | -15.6% | +64.4% | -79.9% | -34.6% |
| 5Y | -28.1% | +22.1% | -50.3% | -36.9% |
| 10Y | -15.2% | +132.5% | -147.7% | -46.2% |
| All | +284.4% | +706.0% | -421.5% | +16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling