-28.7%
ZBH vs JAAA
+26.5%
-55.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.1% | +1.1% |
| 7D | -4.7% | +0.1% | -4.7% | -4.7% |
| 30D | -4.5% | +0.5% | -5.0% | -4.6% |
| 3M | +7.6% | +1.3% | +6.3% | +7.2% |
| 6M | +0.3% | +2.8% | -2.5% | -0.3% |
| YTD | +4.5% | +3.3% | +1.3% | +3.8% |
| 1Y | -9.4% | +4.9% | -14.3% | -10.3% |
| 3Y | -21.5% | +19.0% | -40.5% | -23.1% |
| All | -28.7% | +26.5% | -55.2% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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