+1,842.6%
UMC vs ZBH
-16.2%
+1,858.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.2% | +2.1% |
| 7D | +9.0% | -4.7% | +13.7% | +10.0% |
| 30D | +17.2% | -4.5% | +21.7% | +18.2% |
| 3M | +11.4% | +7.6% | +3.8% | +8.6% |
| 6M | +137.5% | +0.3% | +137.2% | +134.6% |
| YTD | +193.1% | +4.5% | +188.6% | +185.9% |
| 1Y | +240.3% | -9.4% | +249.7% | +241.8% |
| 3Y | +262.2% | -21.5% | +283.7% | +272.8% |
| 5Y | +143.1% | -28.4% | +171.5% | +153.1% |
| All | +1,842.6% | -16.2% | +1,858.8% | +1,785.9% |
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