+207.2%
UMC vs ZBH
-5.6%
+212.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.4% | +4.3% |
| 7D | +5.0% | -2.8% | +7.8% | +4.1% |
| 30D | +7.7% | -0.1% | +7.8% | +7.7% |
| 3M | +1.7% | +13.4% | -11.8% | +4.9% |
| 6M | +113.9% | +3.0% | +110.9% | +119.2% |
| YTD | +168.9% | +9.7% | +159.2% | +179.0% |
| 1Y | +207.2% | -5.4% | +212.6% | +214.0% |
| All | +207.2% | -5.6% | +212.8% | +214.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling