-5.4%
ZBH vs RRX
+14.9%
-20.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -2.8% | +3.4% | -6.3% | -2.9% |
| 30D | -0.1% | -11.1% | +11.0% | +0.4% |
| 3M | +13.4% | -23.7% | +37.2% | +14.0% |
| 6M | +3.0% | -22.0% | +25.0% | +2.6% |
| YTD | +9.7% | +16.5% | -6.8% | +2.0% |
| 1Y | -5.4% | +11.5% | -16.9% | -12.3% |
| All | -5.4% | +14.9% | -20.3% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling