+530.2%
UMC vs ZBH
+274.1%
+256.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.8% |
| 7D | +13.6% | -4.9% | +18.5% | +15.6% |
| 30D | +20.8% | -3.2% | +24.0% | +22.0% |
| 3M | +16.1% | +5.8% | +10.3% | +11.9% |
| 6M | +137.3% | +2.0% | +135.3% | +130.2% |
| YTD | +193.8% | +5.8% | +188.0% | +179.7% |
| 1Y | +236.1% | -7.9% | +244.0% | +234.1% |
| 3Y | +267.1% | -19.4% | +286.5% | +274.4% |
| 5Y | +145.3% | -29.5% | +174.8% | +161.0% |
| 10Y | +1,857.3% | -15.5% | +1,872.9% | +1,654.0% |
| All | +530.2% | +274.1% | +256.1% | +181.7% |
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 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