+17.9%
ZBH vs ARWR
+1,024.2%
-1,006.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | -2.3% | -17.8% | +15.6% | -0.7% |
| 30D | +12.5% | -18.1% | +30.6% | +14.3% |
| 3M | +3.9% | -44.2% | +48.1% | +9.0% |
| 6M | +25.4% | -38.6% | +64.1% | +29.8% |
| YTD | +15.7% | -28.0% | +43.7% | +17.5% |
| 1Y | +15.2% | +16.1% | -1.0% | +11.2% |
| 3Y | +0.3% | +84.0% | -83.6% | -11.7% |
| 5Y | -16.1% | -35.4% | +19.3% | -20.6% |
| All | +17.9% | +1,024.2% | -1,006.4% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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