+35.3%
ZBH vs ALLE
+327.3%
-292.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -0.8% |
| 7D | +11.7% | -0.6% | +12.3% | +12.1% |
| 30D | +19.3% | +25.3% | -6.0% | +8.3% |
| 3M | +8.9% | +10.3% | -1.4% | +4.2% |
| 6M | +28.2% | +38.0% | -9.9% | +10.8% |
| YTD | +18.4% | +17.8% | +0.6% | +9.2% |
| 1Y | +20.6% | +13.6% | +7.0% | +12.9% |
| 3Y | -0.6% | +89.2% | -89.8% | -26.9% |
| 5Y | -19.7% | +51.1% | -70.8% | -36.4% |
| 10Y | +14.7% | +228.1% | -213.4% | -35.5% |
| All | +35.3% | +327.3% | -292.0% | -31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling