+4.7%
ZBH vs AR
+42.3%
-37.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.7% | +1.5% |
| 7D | +10.6% | -5.8% | +16.3% | +10.7% |
| 30D | +20.4% | +4.8% | +15.6% | +19.8% |
| 3M | +10.0% | +1.5% | +8.5% | +9.7% |
| 6M | +31.0% | +4.7% | +26.3% | +30.3% |
| YTD | +20.3% | +9.2% | +11.1% | +18.9% |
| 1Y | +22.2% | +11.2% | +11.1% | +20.6% |
| 3Y | +4.7% | +46.2% | -41.5% | -0.5% |
| All | +4.7% | +42.3% | -37.5% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling