-20.5%
ZBH vs UMAC
+508.0%
-528.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.4% | +6.8% | +0.5% |
| 7D | -4.9% | +3.3% | -8.2% | -4.9% |
| 30D | -3.2% | -10.4% | +7.1% | -3.2% |
| 3M | +5.8% | +1.8% | +4.1% | +5.8% |
| 6M | +2.0% | +40.7% | -38.8% | +0.9% |
| YTD | +5.8% | +90.9% | -85.1% | +3.9% |
| 1Y | -7.9% | +151.8% | -159.7% | -10.3% |
| All | -20.5% | +508.0% | -528.5% | -26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling