-5.9%
SLB vs ZBH
-17.1%
+11.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -0.7% |
| 7D | -2.4% | -6.6% | +4.1% | +0.9% |
| 30D | +4.9% | -4.9% | +9.8% | +7.5% |
| 3M | +1.4% | +5.1% | -3.7% | -2.2% |
| 6M | +17.6% | +1.3% | +16.3% | +14.5% |
| YTD | +48.3% | +3.4% | +45.0% | +42.7% |
| 1Y | +58.7% | -8.7% | +67.4% | +60.7% |
| 3Y | +0.6% | -21.2% | +21.8% | +7.8% |
| 5Y | +133.6% | -29.2% | +162.8% | +156.7% |
| All | -5.9% | -17.1% | +11.2% | -11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling