-17.4%
ZBH vs RUN
+42.2%
-59.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | -4.7% | -3.7% | -1.0% | -4.4% |
| 30D | -4.5% | -13.0% | +8.5% | -3.3% |
| 3M | +7.6% | -31.8% | +39.4% | +11.0% |
| 6M | +0.3% | -32.2% | +32.5% | +2.9% |
| YTD | +4.5% | -53.5% | +58.0% | +9.8% |
| 1Y | -9.4% | -46.5% | +37.1% | -7.1% |
| 3Y | -21.5% | -37.6% | +16.1% | -29.9% |
| 5Y | -28.4% | -80.9% | +52.4% | -30.8% |
| All | -17.4% | +42.2% | -59.6% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling