+22.7%
ZBH vs AR
+58.9%
-36.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | -2.4% | +2.1% | -4.5% | -2.6% |
| 30D | +16.6% | +4.5% | +12.1% | +15.9% |
| 3M | +10.8% | +1.0% | +9.8% | +10.5% |
| 6M | +35.8% | +4.4% | +31.3% | +34.7% |
| YTD | +20.5% | +10.9% | +9.6% | +18.5% |
| 1Y | +22.7% | +8.6% | +14.2% | +20.8% |
| 3Y | +4.9% | +48.5% | -43.6% | -1.5% |
| 5Y | -12.8% | +95.7% | -108.5% | -21.7% |
| 10Y | +22.7% | +55.5% | -32.8% | -0.2% |
| All | +22.7% | +58.9% | -36.2% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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