+75.9%
UBER vs ZBH
-15.1%
+91.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.9% | +0.5% | -1.1% |
| 7D | -2.8% | -5.2% | +2.4% | +0.4% |
| 30D | -2.5% | -2.4% | -0.1% | -1.1% |
| 3M | +4.4% | +8.3% | -3.9% | -1.1% |
| 6M | -2.7% | +0.7% | -3.3% | -4.4% |
| YTD | -10.5% | +5.3% | -15.8% | -15.2% |
| 1Y | -22.5% | -9.1% | -13.4% | -20.8% |
| 3Y | +54.8% | -19.7% | +74.5% | +64.7% |
| 5Y | +82.5% | -31.3% | +113.8% | +116.0% |
| All | +75.9% | -15.1% | +91.1% | +43.4% |
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