-5.9%
SAP vs ZBH
+11.3%
-17.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +13.5% | -9.3% | +1.4% |
| 7D | +1.3% | +14.3% | -13.0% | -1.6% |
| 30D | +15.5% | +20.3% | -4.7% | +11.1% |
| 3M | +22.8% | +15.3% | +7.5% | +18.8% |
| 6M | +42.5% | +33.9% | +8.5% | +36.2% |
| YTD | +0.5% | +23.5% | -22.9% | -4.0% |
| 1Y | -5.9% | +7.9% | -13.8% | -10.4% |
| All | -5.9% | +11.3% | -17.3% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 1y: compounded portfolio wealth divided by compounded ZBH 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…
1y analysis · Full analysis span regression · 6 months rolling