-29.5%
ZBH vs ARWR
+25.7%
-55.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.6% |
| 7D | -4.9% | -3.2% | -1.7% | -4.7% |
| 30D | -3.2% | -6.5% | +3.2% | -2.8% |
| 3M | +5.8% | +12.7% | -6.8% | +4.5% |
| 6M | +2.0% | +36.2% | -34.2% | -1.1% |
| YTD | +5.8% | +24.5% | -18.7% | +3.2% |
| 1Y | -7.9% | +198.0% | -205.9% | -17.5% |
| 3Y | -19.4% | +176.4% | -195.7% | -30.3% |
| 5Y | -29.5% | +26.6% | -56.1% | -36.8% |
| All | -29.5% | +25.7% | -55.2% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling