+56.5%
SAP vs ZBH
-19.5%
+76.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -1.0% |
| 7D | -0.3% | -5.2% | +5.0% | +0.6% |
| 30D | +2.6% | -2.4% | +5.0% | +2.9% |
| 3M | +16.3% | +8.3% | +8.0% | +15.0% |
| 6M | +6.4% | +0.7% | +5.7% | +5.9% |
| YTD | -11.4% | +5.3% | -16.8% | -12.4% |
| 1Y | -20.4% | -9.1% | -11.3% | -20.0% |
| 3Y | +56.5% | -19.7% | +76.2% | +64.4% |
| All | +56.5% | -19.5% | +76.0% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling