+38.8%
ZBH vs ALLE
+339.1%
-300.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +1.4% |
| 7D | +11.3% | -0.6% | +11.9% | +11.7% |
| 30D | +21.5% | +26.6% | -5.1% | +9.8% |
| 3M | +12.5% | +13.2% | -0.7% | +6.4% |
| 6M | +32.3% | +42.9% | -10.6% | +12.7% |
| YTD | +21.4% | +21.0% | +0.4% | +10.7% |
| 1Y | +23.7% | +15.2% | +8.6% | +15.2% |
| 3Y | +7.0% | +95.6% | -88.6% | -22.4% |
| 5Y | -13.2% | +53.4% | -66.6% | -31.6% |
| 10Y | +19.3% | +221.5% | -202.2% | -32.4% |
| All | +38.8% | +339.1% | -300.3% | -30.1% |
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