-19.7%
ZBH vs ALK
+1.7%
-21.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.1% | -0.8% | -3.7% |
| 7D | -5.2% | +0.1% | -5.3% | -5.2% |
| 30D | -2.4% | -18.5% | +16.0% | -0.9% |
| 3M | +8.3% | -3.6% | +11.8% | +8.4% |
| 6M | +0.7% | -3.7% | +4.3% | +0.4% |
| YTD | +5.3% | -19.0% | +24.4% | +6.1% |
| 1Y | -9.1% | -36.0% | +27.0% | -6.7% |
| 3Y | -19.7% | +2.3% | -22.0% | -20.5% |
| All | -19.7% | +1.7% | -21.4% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling