-15.5%
ZBH vs ALK
-39.2%
+23.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | -4.9% | -3.0% | -2.0% | -4.2% |
| 30D | -3.2% | -14.6% | +11.4% | +0.3% |
| 3M | +5.8% | -10.6% | +16.4% | +7.8% |
| 6M | +2.0% | -6.7% | +8.7% | +1.7% |
| YTD | +5.8% | -19.8% | +25.5% | +8.6% |
| 1Y | -7.9% | -35.2% | +27.3% | -0.8% |
| 3Y | -19.4% | +1.4% | -20.7% | -28.0% |
| 5Y | -29.5% | -30.7% | +1.2% | -31.1% |
| 10Y | -15.5% | -37.4% | +21.8% | -29.5% |
| All | -15.5% | -39.2% | +23.7% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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