-19.6%
SAP vs ZBH
-9.5%
-10.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.1% |
| 7D | -5.1% | -6.6% | +1.4% | -3.9% |
| 30D | -1.8% | -4.9% | +3.1% | -0.9% |
| 3M | +20.9% | +5.1% | +15.8% | +20.2% |
| 6M | +7.0% | +1.3% | +5.6% | +6.2% |
| YTD | -13.7% | +3.4% | -17.1% | -14.5% |
| 1Y | -19.6% | -8.7% | -10.9% | -20.4% |
| All | -19.6% | -9.5% | -10.1% | -20.4% |
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