-20.5%
ZBH vs RGEN
+2.1%
-22.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.6% |
| 7D | -4.9% | -4.6% | -0.4% | -4.5% |
| 30D | -3.2% | +1.2% | -4.4% | -3.4% |
| 3M | +5.8% | +26.8% | -21.0% | +3.1% |
| 6M | +2.0% | +29.1% | -27.1% | -1.1% |
| YTD | +5.8% | +0.7% | +5.1% | +4.6% |
| 1Y | -7.9% | +39.1% | -47.0% | -11.3% |
| All | -20.5% | +2.1% | -22.6% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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