+1,494.5%
SNPS vs ZBH
+287.8%
+1,206.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.1% |
| 7D | -11.0% | -2.8% | -8.2% | -10.1% |
| 30D | -1.7% | -0.1% | -1.6% | -1.9% |
| 3M | -20.4% | +13.4% | -33.8% | -24.2% |
| 6M | -8.6% | +3.0% | -11.6% | -10.5% |
| YTD | -16.2% | +9.7% | -25.8% | -19.8% |
| 1Y | -34.6% | -5.4% | -29.2% | -34.4% |
| 3Y | -14.5% | -15.6% | +1.1% | -12.8% |
| 5Y | +17.0% | -28.1% | +45.1% | +24.9% |
| 10Y | +560.0% | -15.2% | +575.3% | +534.5% |
| All | +1,494.5% | +287.8% | +1,206.7% | +783.2% |
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