+19.4%
ZBH vs ALLE
+208.6%
-189.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | -2.1% | +1.6% | -3.7% | -2.8% |
| 30D | +13.6% | +24.1% | -10.5% | +3.3% |
| 3M | +7.1% | +14.8% | -7.7% | +0.6% |
| 6M | +26.1% | +45.9% | -19.8% | +6.1% |
| YTD | +17.2% | +20.7% | -3.5% | +6.8% |
| 1Y | +17.4% | +14.2% | +3.2% | +9.6% |
| 3Y | +2.0% | +90.7% | -88.6% | -25.9% |
| 5Y | -15.0% | +50.6% | -65.5% | -32.8% |
| All | +19.4% | +208.6% | -189.1% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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