+26.2%
ZBH vs RACE
+663.9%
-637.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.4% |
| 7D | +11.3% | +3.9% | +7.4% | +10.2% |
| 30D | +21.5% | +7.4% | +14.1% | +19.2% |
| 3M | +12.5% | +1.6% | +10.9% | +11.9% |
| 6M | +32.3% | +23.3% | +9.0% | +24.1% |
| YTD | +21.4% | +14.7% | +6.8% | +15.8% |
| 1Y | +23.7% | +2.5% | +21.2% | +21.7% |
| 3Y | +7.0% | +28.0% | -20.9% | -5.5% |
| 5Y | -13.2% | +69.8% | -83.0% | -31.7% |
| 10Y | +19.3% | +734.9% | -715.6% | -36.1% |
| All | +26.2% | +663.9% | -637.8% | -36.2% |
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