-29.2%
ALB vs ZBH
-19.7%
-9.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.0% |
| 7D | -8.6% | -4.9% | -3.7% | -7.0% |
| 30D | -4.0% | -3.2% | -0.8% | -2.9% |
| 3M | -17.4% | +5.8% | -23.2% | -19.9% |
| 6M | -25.4% | +2.0% | -27.3% | -26.5% |
| YTD | -10.5% | +5.8% | -16.3% | -13.5% |
| 1Y | +75.8% | -7.9% | +83.8% | +78.6% |
| All | -29.2% | -19.7% | -9.5% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling