-29.5%
ZBH vs ALC
-17.4%
-12.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 7D | -4.9% | -5.3% | +0.4% | -2.8% |
| 30D | -3.2% | -7.1% | +3.8% | -0.4% |
| 3M | +5.8% | +0.8% | +5.1% | +5.5% |
| 6M | +2.0% | -16.0% | +18.0% | +8.6% |
| YTD | +5.8% | -12.7% | +18.5% | +10.8% |
| 1Y | -7.9% | -12.8% | +4.9% | -3.7% |
| 3Y | -19.4% | -15.8% | -3.5% | -16.6% |
| 5Y | -29.5% | -16.7% | -12.8% | -29.1% |
| All | -29.5% | -17.4% | -12.1% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling