+262.2%
UMC vs ZBH
-20.7%
+282.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.2% | +2.5% |
| 7D | +9.0% | -4.7% | +13.7% | +8.5% |
| 30D | +17.2% | -4.5% | +21.7% | +16.8% |
| 3M | +11.4% | +7.6% | +3.8% | +11.5% |
| 6M | +137.5% | +0.3% | +137.2% | +138.4% |
| YTD | +193.1% | +4.5% | +188.6% | +194.0% |
| 1Y | +240.3% | -9.4% | +249.7% | +243.0% |
| 3Y | +262.2% | -21.5% | +283.7% | +282.7% |
| All | +262.2% | -20.7% | +282.9% | +282.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling