-13.7%
ZBH vs AR
+87.1%
-100.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.7% | +1.3% |
| 7D | +10.6% | -5.8% | +16.3% | +11.0% |
| 30D | +20.4% | +4.8% | +15.6% | +19.6% |
| 3M | +10.0% | +1.5% | +8.5% | +9.6% |
| 6M | +31.0% | +4.7% | +26.3% | +29.9% |
| YTD | +20.3% | +9.2% | +11.1% | +18.3% |
| 1Y | +22.2% | +11.2% | +11.1% | +19.9% |
| 3Y | +4.7% | +46.2% | -41.5% | -2.6% |
| 5Y | -13.7% | +98.1% | -111.7% | -17.8% |
| All | -13.7% | +87.1% | -100.8% | -17.8% |
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