-29.5%
ZBH vs URA
+132.7%
-162.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.8% | +0.5% |
| 7D | -4.9% | +5.7% | -10.6% | -5.4% |
| 30D | -3.2% | +5.6% | -8.8% | -3.8% |
| 3M | +5.8% | +6.2% | -0.4% | +4.9% |
| 6M | +2.0% | -8.2% | +10.2% | +2.3% |
| YTD | +5.8% | +9.7% | -3.9% | +3.4% |
| 1Y | -7.9% | +17.0% | -24.9% | -11.6% |
| 3Y | -19.4% | +118.5% | -137.8% | -31.9% |
| 5Y | -29.5% | +134.3% | -163.8% | -41.9% |
| All | -29.5% | +132.7% | -162.2% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling