+270.9%
ZBH vs RRX
+1,030.7%
-759.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +1.1% |
| 7D | -4.9% | -0.7% | -4.2% | -4.8% |
| 30D | -3.2% | -8.0% | +4.7% | -1.2% |
| 3M | +5.8% | -25.1% | +30.9% | +12.2% |
| 6M | +2.0% | -18.3% | +20.2% | +4.2% |
| YTD | +5.8% | +14.2% | -8.4% | -2.4% |
| 1Y | -7.9% | +13.0% | -21.0% | -15.4% |
| 3Y | -19.4% | +4.2% | -23.6% | -28.0% |
| 5Y | -29.5% | +17.9% | -47.4% | -41.0% |
| 10Y | -15.5% | +220.4% | -236.0% | -49.2% |
| All | +270.9% | +1,030.7% | -759.9% | +62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling