+269.3%
ZBH vs RGEN
+6,778.8%
-6,509.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.5% | -4.0% |
| 7D | -5.2% | -0.9% | -4.3% | -5.1% |
| 30D | -2.4% | +2.8% | -5.2% | -2.7% |
| 3M | +8.3% | +34.5% | -26.2% | +5.2% |
| 6M | +0.7% | +40.5% | -39.8% | -2.8% |
| YTD | +5.3% | +2.8% | +2.5% | +4.5% |
| 1Y | -9.1% | +39.6% | -48.7% | -12.4% |
| 3Y | -19.7% | +4.4% | -24.1% | -22.3% |
| 5Y | -31.3% | -42.8% | +11.5% | -31.4% |
| 10Y | -18.9% | +406.7% | -425.6% | -33.5% |
| All | +269.3% | +6,778.8% | -6,509.4% | +131.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling