+32.1%
SNOW vs ZBH
-29.7%
+61.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +0.7% |
| 7D | +4.9% | -5.2% | +10.1% | +6.5% |
| 30D | +1.5% | -2.4% | +3.9% | +2.1% |
| 3M | +39.5% | +8.3% | +31.3% | +35.4% |
| 6M | +85.9% | +0.7% | +85.2% | +84.1% |
| YTD | +52.9% | +5.3% | +47.6% | +49.1% |
| 1Y | +48.1% | -9.1% | +57.2% | +50.1% |
| 3Y | +102.2% | -19.7% | +121.9% | +110.6% |
| 5Y | +5.5% | -31.3% | +36.8% | +6.3% |
| All | +32.1% | -29.7% | +61.8% | +38.9% |
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