+792.5%
SAP vs ZBH
+287.8%
+504.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -2.9% | -2.8% | -0.1% | -1.9% |
| 30D | +9.0% | -0.1% | +9.1% | +8.9% |
| 3M | +14.9% | +13.4% | +1.5% | +9.9% |
| 6M | +11.9% | +3.0% | +8.9% | +10.1% |
| YTD | -9.9% | +9.7% | -19.6% | -13.5% |
| 1Y | -19.5% | -5.4% | -14.1% | -19.4% |
| 3Y | +61.8% | -15.6% | +77.4% | +65.1% |
| 5Y | +56.2% | -28.1% | +84.3% | +66.4% |
| 10Y | +180.6% | -15.2% | +195.8% | +167.1% |
| All | +792.5% | +287.8% | +504.7% | +367.7% |
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