+19.2%
UL vs ZBH
-31.2%
+50.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.0% |
| 7D | -4.1% | -6.6% | +2.5% | -2.9% |
| 30D | -1.2% | -4.9% | +3.7% | -0.3% |
| 3M | +6.0% | +5.1% | +0.9% | +5.0% |
| 6M | -5.5% | +1.3% | -6.8% | -6.0% |
| YTD | -3.3% | +3.4% | -6.7% | -4.3% |
| 1Y | -9.8% | -8.7% | -1.1% | -9.1% |
| 3Y | +20.1% | -21.2% | +41.4% | +23.5% |
| 5Y | +19.2% | -29.2% | +48.4% | +22.0% |
| All | +19.2% | -31.2% | +50.4% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling