+869.8%
SAP vs ZBH
+325.5%
+544.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | +1.5% | +10.6% | -9.1% | -2.2% |
| 30D | +8.8% | +20.4% | -11.6% | +1.8% |
| 3M | +12.1% | +10.0% | +2.0% | +7.9% |
| 6M | +34.6% | +31.0% | +3.5% | +21.9% |
| YTD | -2.1% | +20.3% | -22.4% | -9.4% |
| 1Y | -5.5% | +22.2% | -27.8% | -13.1% |
| 3Y | +67.4% | +4.7% | +62.7% | +58.0% |
| 5Y | +74.6% | -13.7% | +88.3% | +74.2% |
| 10Y | +224.0% | +19.3% | +204.7% | +173.1% |
| All | +869.8% | +325.5% | +544.3% | +390.2% |
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