-18.3%
ZBH vs ALM
+2,776.7%
-2,795.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.6% | +7.3% | -2.0% |
| 7D | -6.6% | -7.1% | +0.6% | -6.4% |
| 30D | -4.9% | +24.7% | -29.6% | -5.6% |
| 3M | +5.1% | +8.3% | -3.2% | +4.5% |
| 6M | +1.3% | -22.2% | +23.5% | +1.4% |
| YTD | +3.4% | +88.1% | -84.7% | +0.7% |
| 1Y | -8.7% | +272.4% | -281.0% | -13.0% |
| 3Y | -21.2% | +2,004.1% | -2,025.3% | -30.7% |
| 5Y | -29.2% | +915.8% | -945.0% | -36.8% |
| All | -18.3% | +2,776.7% | -2,795.0% | -34.1% |
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