+305.7%
ZBH vs RGEN
+6,748.6%
-6,442.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | -2.3% | -3.3% | +1.0% | -2.0% |
| 30D | +12.5% | -5.8% | +18.3% | +13.0% |
| 3M | +3.9% | +0.2% | +3.7% | +3.7% |
| 6M | +25.4% | +56.8% | -31.3% | +20.0% |
| YTD | +15.7% | +2.4% | +13.3% | +14.6% |
| 1Y | +15.2% | +11.4% | +3.7% | +13.3% |
| 3Y | +0.3% | +15.2% | -14.8% | -3.5% |
| 5Y | -16.1% | -35.1% | +19.0% | -17.0% |
| 10Y | +17.8% | +419.6% | -401.8% | -3.5% |
| All | +305.7% | +6,748.6% | -6,442.9% | +154.0% |
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