-53.2%
ALB vs ZBH
+26.1%
-79.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.5% |
| 7D | -5.8% | -2.3% | -3.5% | -5.9% |
| 30D | -4.5% | +12.5% | -17.0% | -2.7% |
| 3M | -28.1% | +3.9% | -32.0% | -28.6% |
| 6M | -53.2% | +25.4% | -78.6% | -48.3% |
| All | -53.2% | +26.1% | -79.3% | -48.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling