+17.9%
ZBH vs ALM
+2,100.8%
-2,082.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.7% | -9.0% | -1.5% |
| 7D | -2.3% | +1.2% | -3.5% | -2.3% |
| 30D | +12.5% | -19.3% | +31.8% | +13.0% |
| 3M | +3.9% | -40.6% | +44.6% | +5.0% |
| 6M | +25.4% | -57.9% | +83.3% | +27.5% |
| YTD | +15.7% | -6.7% | +22.4% | +14.7% |
| 1Y | +15.2% | +20.2% | -5.0% | +13.3% |
| 3Y | +0.3% | +879.4% | -879.1% | -9.1% |
| 5Y | -16.1% | +415.3% | -431.3% | -23.4% |
| All | +17.9% | +2,100.8% | -2,082.9% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling