+179.0%
SAP vs ZBH
-18.0%
+197.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -0.3% | -4.9% | +4.7% | +1.3% |
| 30D | +0.3% | -3.2% | +3.5% | +1.2% |
| 3M | +16.9% | +5.8% | +11.1% | +14.8% |
| 6M | +6.3% | +2.0% | +4.4% | +5.2% |
| YTD | -12.4% | +5.8% | -18.2% | -14.6% |
| 1Y | -21.6% | -7.9% | -13.7% | -20.8% |
| 3Y | +54.8% | -19.4% | +74.1% | +60.6% |
| 5Y | +56.2% | -29.5% | +85.7% | +66.9% |
| 10Y | +179.0% | -15.5% | +194.6% | +165.3% |
| All | +179.0% | -18.0% | +197.0% | +165.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling