+1,770.9%
SNPS vs ZBH
+326.1%
+1,444.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | -0.2% | -2.4% | +2.3% | +0.7% |
| 30D | -8.0% | +16.6% | -24.6% | -13.0% |
| 3M | +12.5% | +10.8% | +1.6% | +7.6% |
| 6M | -10.5% | +35.8% | -46.2% | -20.6% |
| YTD | -1.6% | +20.5% | -22.1% | -9.6% |
| 1Y | +16.8% | +22.7% | -5.9% | +6.5% |
| 3Y | -10.9% | +4.9% | -15.8% | -16.3% |
| 5Y | +35.8% | -12.8% | +48.6% | +35.2% |
| 10Y | +675.0% | +22.7% | +652.3% | +558.9% |
| All | +1,770.9% | +326.1% | +1,444.8% | +895.8% |
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 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