+572.5%
SNPS vs ZBH
-16.2%
+588.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | -0.3% |
| 7D | +0.9% | -4.7% | +5.6% | +2.5% |
| 30D | -3.6% | -4.5% | +0.9% | -2.3% |
| 3M | -12.9% | +7.6% | -20.5% | -15.7% |
| 6M | -8.2% | +0.3% | -8.5% | -9.4% |
| YTD | -15.4% | +4.5% | -19.9% | -17.9% |
| 1Y | -9.3% | -9.4% | +0.1% | -8.0% |
| 3Y | -14.0% | -21.5% | +7.5% | -9.7% |
| 5Y | +19.5% | -28.4% | +47.9% | +27.9% |
| All | +572.5% | -16.2% | +588.7% | +528.5% |
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