-31.3%
ZBH vs ALLE
+17.0%
-48.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.7% |
| 7D | -5.2% | +2.8% | -8.0% | -6.2% |
| 30D | -2.4% | -7.6% | +5.2% | +0.4% |
| 3M | +8.3% | +22.8% | -14.5% | -0.1% |
| 6M | +0.7% | +4.6% | -3.9% | -1.3% |
| YTD | +5.3% | -1.2% | +6.6% | +4.9% |
| 1Y | -9.1% | -9.1% | +0.1% | -6.7% |
| 3Y | -19.7% | +50.0% | -69.7% | -32.6% |
| 5Y | -31.3% | +15.2% | -46.5% | -41.0% |
| All | -31.3% | +17.0% | -48.3% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling