+0.3%
ZBH vs ACI
-31.5%
+31.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | -2.3% | +2.3% | -4.5% | -2.7% |
| 30D | +12.5% | +1.2% | +11.2% | +12.3% |
| 3M | +3.9% | +6.8% | -2.9% | +2.8% |
| 6M | +25.4% | -18.7% | +44.2% | +29.2% |
| YTD | +15.7% | -20.2% | +35.9% | +19.1% |
| 1Y | +15.2% | -23.7% | +38.9% | +19.9% |
| 3Y | +0.3% | -31.6% | +32.0% | +5.1% |
| All | +0.3% | -31.5% | +31.8% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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