+120.8%
ZBH vs URA
-31.1%
+151.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.6% | -1.0% |
| 7D | -2.8% | +1.1% | -3.9% | -3.0% |
| 30D | -0.1% | +7.4% | -7.5% | -1.7% |
| 3M | +13.4% | -8.4% | +21.8% | +14.6% |
| 6M | +3.0% | -12.7% | +15.7% | +4.3% |
| YTD | +9.7% | +7.8% | +1.9% | +5.2% |
| 1Y | -5.4% | +19.5% | -24.9% | -12.6% |
| 3Y | -15.6% | +116.4% | -132.0% | -35.1% |
| 5Y | -28.1% | +134.3% | -162.4% | -48.5% |
| 10Y | -15.2% | +359.3% | -374.5% | -53.4% |
| All | +120.8% | -31.1% | +151.9% | +72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling