-14.2%
SLB vs ZBH
+20.1%
-34.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -1.2% | -2.4% | +1.3% | +0.1% |
| 30D | +4.5% | +16.6% | -12.1% | -4.3% |
| 3M | -4.6% | +10.8% | -15.4% | -10.6% |
| 6M | -6.3% | +35.8% | -42.0% | -22.0% |
| YTD | +35.0% | +20.5% | +14.5% | +18.5% |
| 1Y | +38.8% | +22.7% | +16.1% | +20.4% |
| 3Y | +3.3% | +4.9% | -1.6% | -6.5% |
| 5Y | +73.6% | -12.8% | +86.4% | +69.1% |
| 10Y | -14.2% | +22.7% | -36.9% | -25.6% |
| All | -14.2% | +20.1% | -34.3% | -25.6% |
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