+0.3%
ZBH vs ARWR
+79.8%
-79.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.3% |
| 7D | -2.3% | -17.8% | +15.6% | -1.8% |
| 30D | +12.5% | -18.1% | +30.6% | +13.1% |
| 3M | +3.9% | -44.2% | +48.1% | +5.5% |
| 6M | +25.4% | -38.6% | +64.1% | +26.7% |
| YTD | +15.7% | -28.0% | +43.7% | +16.0% |
| 1Y | +15.2% | +16.1% | -1.0% | +13.1% |
| 3Y | +0.3% | +84.0% | -83.6% | -4.8% |
| All | +0.3% | +79.8% | -79.5% | -4.8% |
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