+25.2%
ZBH vs UUUU
-92.5%
+117.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.3% | +4.0% | -2.0% |
| 7D | -6.6% | -5.0% | -1.5% | -6.3% |
| 30D | -4.9% | -7.8% | +2.9% | -4.6% |
| 3M | +5.1% | -0.4% | +5.6% | +4.8% |
| 6M | +1.3% | -32.9% | +34.2% | +2.7% |
| YTD | +3.4% | -6.3% | +9.6% | +2.2% |
| 1Y | -8.7% | +7.9% | -16.6% | -11.2% |
| 3Y | -21.2% | +85.2% | -106.4% | -27.3% |
| 5Y | -29.2% | +97.0% | -126.2% | -36.3% |
| 10Y | -17.5% | +492.6% | -510.1% | -34.0% |
| All | +25.2% | -92.5% | +117.6% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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