-19.7%
ZBH vs ARWR
+181.4%
-201.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.5% | -3.9% |
| 7D | -5.2% | +2.9% | -8.1% | -5.3% |
| 30D | -2.4% | -2.9% | +0.5% | -2.3% |
| 3M | +8.3% | +15.2% | -7.0% | +7.6% |
| 6M | +0.7% | +42.3% | -41.6% | -0.8% |
| YTD | +5.3% | +28.2% | -22.9% | +4.0% |
| 1Y | -9.1% | +213.2% | -222.3% | -13.8% |
| 3Y | -19.7% | +184.6% | -204.3% | -26.0% |
| All | -19.7% | +181.4% | -201.1% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling