+17.9%
SNPS vs ZBH
-31.0%
+48.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -5.5% | -4.9% | -0.6% | -4.1% |
| 30D | -4.5% | -3.2% | -1.2% | -3.7% |
| 3M | -15.5% | +5.8% | -21.3% | -17.4% |
| 6M | -10.1% | +2.0% | -12.0% | -11.4% |
| YTD | -16.3% | +5.8% | -22.1% | -18.8% |
| 1Y | -34.9% | -7.9% | -27.0% | -33.9% |
| 3Y | -14.4% | -19.4% | +5.0% | -10.5% |
| 5Y | +17.9% | -29.5% | +47.4% | +19.6% |
| All | +17.9% | -31.0% | +48.8% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling