+2,366.1%
ACN vs ZBH
+309.2%
+2,056.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.7% |
| 7D | -3.8% | -2.3% | -1.6% | -3.1% |
| 30D | +16.5% | +12.5% | +4.1% | +11.5% |
| 3M | +41.5% | +3.9% | +37.5% | +38.9% |
| 6M | +60.1% | +25.4% | +34.6% | +47.0% |
| YTD | -3.9% | +15.7% | -19.7% | -9.8% |
| 1Y | +4.1% | +15.2% | -11.1% | -2.2% |
| 3Y | -15.9% | +0.3% | -16.2% | -19.3% |
| 5Y | -26.3% | -16.1% | -10.3% | -25.3% |
| 10Y | +148.2% | +17.8% | +130.4% | +116.0% |
| All | +2,366.1% | +309.2% | +2,056.9% | +1,306.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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