-18.3%
ZBH vs ARWR
+1,080.6%
-1,098.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | -6.6% | -4.3% | -2.2% | -6.2% |
| 30D | -4.9% | -7.3% | +2.3% | -4.3% |
| 3M | +5.1% | +17.0% | -11.9% | +3.2% |
| 6M | +1.3% | +39.8% | -38.4% | -2.4% |
| YTD | +3.4% | +24.7% | -21.3% | +0.4% |
| 1Y | -8.7% | +186.5% | -195.2% | -18.7% |
| 3Y | -21.2% | +176.8% | -198.0% | -32.7% |
| 5Y | -29.2% | +29.3% | -58.5% | -36.9% |
| All | -18.3% | +1,080.6% | -1,098.9% | -40.5% |
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