+2.5%
SLB vs ZBH
-19.5%
+22.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | +0.2% |
| 7D | +0.4% | -5.2% | +5.6% | +1.7% |
| 30D | +13.6% | -2.4% | +16.0% | +14.2% |
| 3M | +1.5% | +8.3% | -6.8% | -0.9% |
| 6M | +23.0% | +0.7% | +22.4% | +21.9% |
| YTD | +51.2% | +5.3% | +45.9% | +48.0% |
| 1Y | +63.5% | -9.1% | +72.6% | +65.4% |
| 3Y | +2.5% | -19.7% | +22.2% | +5.8% |
| All | +2.5% | -19.5% | +22.0% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling