+236.1%
ALNY vs ZBH
-16.2%
+252.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | +0.1% |
| 7D | -6.5% | -4.7% | -1.9% | -5.2% |
| 30D | +11.0% | -4.5% | +15.5% | +12.7% |
| 3M | -14.1% | +7.6% | -21.6% | -15.8% |
| 6M | -22.4% | +0.3% | -22.7% | -22.5% |
| YTD | -37.5% | +4.5% | -42.0% | -38.4% |
| 1Y | -46.9% | -9.4% | -37.5% | -46.0% |
| 3Y | +22.1% | -21.5% | +43.6% | +27.7% |
| 5Y | +31.2% | -28.4% | +59.6% | +39.3% |
| All | +236.1% | -16.2% | +252.3% | +199.5% |
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