+41.7%
ZBH vs ALM
+7,705.7%
-7,664.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.9% |
| 7D | -2.8% | -2.6% | -0.2% | -2.8% |
| 30D | -0.1% | +32.0% | -32.1% | -0.2% |
| 3M | +13.4% | -15.0% | +28.5% | +13.4% |
| 6M | +3.0% | -10.1% | +13.1% | +3.0% |
| YTD | +9.7% | +99.4% | -89.8% | +9.4% |
| 1Y | -5.4% | +316.4% | -321.8% | -5.7% |
| 3Y | -15.6% | +2,022.0% | -2,037.6% | -16.2% |
| 5Y | -28.1% | +941.2% | -969.3% | -28.6% |
| 10Y | -15.2% | +2,950.3% | -2,965.6% | -16.1% |
| All | +41.7% | +7,705.7% | -7,664.1% | +40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling