+25.3%
ZBH vs ALLE
+260.9%
-235.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.3% |
| 7D | -2.8% | -0.2% | -2.6% | -2.7% |
| 30D | -0.1% | -6.8% | +6.7% | +2.9% |
| 3M | +13.4% | +21.0% | -7.6% | +4.0% |
| 6M | +3.0% | +1.1% | +1.9% | +2.0% |
| YTD | +9.7% | -0.5% | +10.2% | +8.9% |
| 1Y | -5.4% | -7.3% | +1.9% | -3.3% |
| 3Y | -15.6% | +42.3% | -57.8% | -29.8% |
| 5Y | -28.1% | +13.5% | -41.6% | -35.4% |
| 10Y | -15.2% | +144.0% | -159.3% | -46.1% |
| All | +25.3% | +260.9% | -235.5% | -31.2% |
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 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