-21.4%
ZBH vs UMAC
+473.8%
-495.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.2% |
| 7D | -4.7% | -3.4% | -1.3% | -4.7% |
| 30D | -4.5% | -15.1% | +10.6% | -4.4% |
| 3M | +7.6% | -10.8% | +18.3% | +7.7% |
| 6M | +0.3% | +15.7% | -15.4% | -0.5% |
| YTD | +4.5% | +80.1% | -75.6% | +2.7% |
| 1Y | -9.4% | +116.7% | -126.1% | -11.5% |
| All | -21.4% | +473.8% | -495.2% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 3y: compounded portfolio wealth divided by compounded UMAC 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…
3y analysis · Full analysis span regression · 6 months rolling