-18.3%
ZBH vs URA
+361.2%
-379.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -1.6% |
| 7D | -6.6% | -1.5% | -5.0% | -6.3% |
| 30D | -4.9% | -0.4% | -4.6% | -5.1% |
| 3M | +5.1% | +6.3% | -1.1% | +3.3% |
| 6M | +1.3% | -14.0% | +15.3% | +2.9% |
| YTD | +3.4% | +5.3% | -2.0% | -0.2% |
| 1Y | -8.7% | +11.7% | -20.4% | -14.2% |
| 3Y | -21.2% | +109.8% | -131.0% | -39.2% |
| 5Y | -29.2% | +108.0% | -137.2% | -47.9% |
| All | -18.3% | +361.2% | -379.5% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded URA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling