+36.4%
UPS vs ZBH
-16.2%
+52.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | -2.0% | -4.7% | +2.7% | -0.6% |
| 30D | -2.0% | -4.5% | +2.5% | -0.6% |
| 3M | -6.2% | +7.6% | -13.8% | -8.8% |
| 6M | +2.8% | +0.3% | +2.5% | +1.9% |
| YTD | +5.9% | +4.5% | +1.4% | +3.6% |
| 1Y | +26.2% | -9.4% | +35.6% | +28.2% |
| 3Y | -26.0% | -21.5% | -4.5% | -22.2% |
| 5Y | -34.3% | -28.4% | -5.9% | -30.1% |
| All | +36.4% | -16.2% | +52.6% | +34.6% |
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