+1,713.7%
ALB vs ZBH
+287.8%
+1,425.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.6% | -4.1% |
| 7D | -8.1% | -2.8% | -5.3% | -6.8% |
| 30D | +6.3% | -0.1% | +6.4% | +6.3% |
| 3M | -23.6% | +13.4% | -37.0% | -28.7% |
| 6M | -24.6% | +3.0% | -27.6% | -26.8% |
| YTD | -10.3% | +9.7% | -19.9% | -15.6% |
| 1Y | +61.5% | -5.4% | +66.9% | +60.3% |
| 3Y | -34.0% | -15.6% | -18.4% | -31.1% |
| 5Y | -44.6% | -28.1% | -16.5% | -38.5% |
| 10Y | +76.1% | -15.2% | +91.3% | +73.0% |
| All | +1,713.7% | +287.8% | +1,425.9% | +874.1% |
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