-19.7%
ZBH vs ALC
-15.5%
-4.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -2.0% | -3.2% |
| 7D | -5.2% | -3.7% | -1.5% | -4.0% |
| 30D | -2.4% | -3.7% | +1.3% | -1.1% |
| 3M | +8.3% | +4.6% | +3.7% | +6.7% |
| 6M | +0.7% | -14.6% | +15.3% | +5.3% |
| YTD | +5.3% | -11.9% | +17.2% | +8.9% |
| 1Y | -9.1% | -13.1% | +4.1% | -5.7% |
| 3Y | -19.7% | -15.0% | -4.7% | -13.6% |
| All | -19.7% | -15.5% | -4.2% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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