+874.6%
SAP vs ZBH
+309.2%
+565.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.8% |
| 7D | +0.6% | -2.3% | +2.9% | +1.4% |
| 30D | +6.5% | +12.5% | -5.9% | +2.0% |
| 3M | +12.2% | +3.9% | +8.3% | +10.2% |
| 6M | +46.1% | +25.4% | +20.6% | +34.3% |
| YTD | -1.6% | +15.7% | -17.3% | -7.7% |
| 1Y | -5.1% | +15.2% | -20.3% | -10.9% |
| 3Y | +68.4% | +0.3% | +68.0% | +61.2% |
| 5Y | +79.4% | -16.1% | +95.5% | +80.7% |
| 10Y | +230.5% | +17.8% | +212.6% | +179.5% |
| All | +874.6% | +309.2% | +565.4% | +399.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling