+2.3%
ZBH vs RUN
-29.4%
+31.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.7% | -7.6% | -4.2% |
| 7D | -5.2% | +10.2% | -15.4% | -6.0% |
| 30D | -2.4% | -9.6% | +7.2% | -1.7% |
| 3M | +8.3% | -31.5% | +39.8% | +11.3% |
| 6M | +0.7% | -18.7% | +19.4% | +1.4% |
| YTD | +5.3% | -49.9% | +55.2% | +9.5% |
| 1Y | -9.1% | -45.5% | +36.4% | -7.1% |
| 3Y | -19.7% | -34.1% | +14.4% | -27.4% |
| 5Y | -31.3% | -79.4% | +48.2% | -33.8% |
| 10Y | -18.9% | +48.9% | -67.9% | -41.0% |
| All | +2.3% | -29.4% | +31.7% | -25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling