+0.3%
ZBH vs ALLE
+94.0%
-93.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.7% |
| 7D | -2.3% | +3.6% | -5.8% | -3.5% |
| 30D | +12.5% | +25.9% | -13.4% | +3.7% |
| 3M | +3.9% | +15.8% | -11.8% | -1.4% |
| 6M | +25.4% | +48.1% | -22.7% | +8.6% |
| YTD | +15.7% | +22.0% | -6.3% | +6.7% |
| 1Y | +15.2% | +18.0% | -2.9% | +7.3% |
| 3Y | +0.3% | +93.1% | -92.7% | -17.5% |
| All | +0.3% | +94.0% | -93.6% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling