-14.6%
SNPS vs ZBH
-19.5%
+4.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.5% | 0.0% |
| 7D | -5.5% | -5.2% | -0.3% | -4.8% |
| 30D | -5.8% | -2.4% | -3.3% | -5.6% |
| 3M | -17.2% | +8.3% | -25.5% | -18.4% |
| 6M | -10.4% | +0.7% | -11.0% | -10.7% |
| YTD | -16.5% | +5.3% | -21.9% | -17.6% |
| 1Y | -35.6% | -9.1% | -26.6% | -34.9% |
| 3Y | -14.6% | -19.7% | +5.1% | -10.8% |
| All | -14.6% | -19.5% | +4.9% | -10.8% |
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