+17.9%
ZBH vs URA
+266.3%
-248.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.0% |
| 7D | -2.3% | -1.5% | -0.7% | -2.0% |
| 30D | +12.5% | -10.4% | +22.9% | +14.4% |
| 3M | +3.9% | -29.6% | +33.6% | +9.9% |
| 6M | +25.4% | -40.3% | +65.7% | +35.8% |
| YTD | +15.7% | -25.5% | +41.2% | +18.3% |
| 1Y | +15.2% | -26.4% | +41.6% | +17.7% |
| 3Y | +0.3% | +31.4% | -31.1% | -14.9% |
| 5Y | -16.1% | +28.6% | -44.6% | -30.8% |
| All | +17.9% | +266.3% | -248.4% | -44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling