+74.0%
ALB vs ZBH
-16.2%
+90.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.6% | -4.0% |
| 7D | -6.6% | -4.7% | -2.0% | -4.7% |
| 30D | -8.1% | -4.5% | -3.6% | -6.2% |
| 3M | -25.7% | +7.6% | -33.2% | -29.1% |
| 6M | -29.5% | +0.3% | -29.7% | -30.7% |
| YTD | -16.2% | +4.5% | -20.7% | -19.6% |
| 1Y | +59.2% | -9.4% | +68.6% | +61.3% |
| 3Y | -33.7% | -21.5% | -12.3% | -28.1% |
| 5Y | -48.1% | -28.4% | -19.7% | -42.3% |
| All | +74.0% | -16.2% | +90.2% | +73.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling