-21.1%
ZBH vs AS
+120.4%
-141.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.6% | -4.4% | -1.1% |
| 7D | -2.8% | -4.9% | +2.1% | -2.5% |
| 30D | -0.1% | -19.6% | +19.5% | +1.2% |
| 3M | +13.4% | -14.4% | +27.8% | +14.4% |
| 6M | +3.0% | -20.1% | +23.1% | +4.1% |
| YTD | +9.7% | -20.9% | +30.6% | +10.8% |
| 1Y | -5.4% | -21.9% | +16.5% | -4.5% |
| All | -21.1% | +120.4% | -141.5% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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