+23.0%
ZBH vs RACE
+658.9%
-635.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.7% |
| 7D | +11.7% | +5.1% | +6.6% | +10.3% |
| 30D | +19.3% | +7.7% | +11.6% | +17.0% |
| 3M | +8.9% | +2.2% | +6.8% | +8.2% |
| 6M | +28.2% | +23.8% | +4.4% | +20.1% |
| YTD | +18.4% | +13.9% | +4.5% | +13.1% |
| 1Y | +20.6% | +3.8% | +16.8% | +18.2% |
| 3Y | -0.6% | +28.0% | -28.7% | -12.3% |
| 5Y | -19.7% | +64.9% | -84.7% | -36.2% |
| 10Y | +14.7% | +780.4% | -765.6% | -39.1% |
| All | +23.0% | +658.9% | -635.9% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 all: compounded portfolio wealth divided by compounded RACE 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…
all analysis · Full analysis span regression · 6 months rolling