+922.1%
SCHW vs ZBH
+265.6%
+656.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.8% |
| 7D | -2.8% | -6.6% | +3.8% | +0.3% |
| 30D | -0.1% | -4.9% | +4.9% | +2.3% |
| 3M | +20.6% | +5.1% | +15.5% | +17.0% |
| 6M | +15.9% | +1.3% | +14.6% | +13.6% |
| YTD | +8.5% | +3.4% | +5.1% | +4.8% |
| 1Y | +17.8% | -8.7% | +26.5% | +19.4% |
| 3Y | +88.5% | -21.2% | +109.7% | +98.6% |
| 5Y | +60.6% | -29.2% | +89.8% | +74.8% |
| 10Y | +298.0% | -17.5% | +315.5% | +274.7% |
| All | +922.1% | +265.6% | +656.5% | +323.3% |
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