-26.6%
VRSK vs ZBH
-20.7%
-5.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -5.2% | -4.7% | -0.5% | -4.3% |
| 30D | -2.3% | -4.5% | +2.2% | -1.4% |
| 3M | -2.9% | +7.6% | -10.5% | -4.0% |
| 6M | -12.8% | +0.3% | -13.1% | -13.0% |
| YTD | -20.8% | +4.5% | -25.3% | -21.6% |
| 1Y | -33.2% | -9.4% | -23.8% | -32.4% |
| 3Y | -26.6% | -21.5% | -5.1% | -23.5% |
| All | -26.6% | -20.7% | -5.9% | -23.5% |
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