-31.3%
ZBH vs AR
+140.6%
-171.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.8% |
| 7D | -5.2% | -1.8% | -3.4% | -5.0% |
| 30D | -2.4% | +12.6% | -15.0% | -3.5% |
| 3M | +8.3% | +10.0% | -1.8% | +7.1% |
| 6M | +0.7% | +0.6% | 0.0% | +0.3% |
| YTD | +5.3% | +13.4% | -8.1% | +3.5% |
| 1Y | -9.1% | +21.7% | -30.8% | -11.6% |
| 3Y | -19.7% | +45.8% | -65.5% | -25.2% |
| 5Y | -31.3% | +144.3% | -175.5% | -36.2% |
| All | -31.3% | +140.6% | -171.9% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling