+1,742.9%
SNPS vs ZBH
+309.2%
+1,433.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.2% |
| 7D | +1.1% | -2.3% | +3.3% | +1.8% |
| 30D | -5.2% | +12.5% | -17.6% | -9.2% |
| 3M | +10.6% | +3.9% | +6.6% | +8.0% |
| 6M | -10.6% | +25.4% | -36.1% | -18.5% |
| YTD | -3.1% | +15.7% | -18.8% | -9.8% |
| 1Y | +15.6% | +15.2% | +0.4% | +7.6% |
| 3Y | -12.9% | +0.3% | -13.3% | -17.0% |
| 5Y | +31.2% | -16.1% | +47.2% | +32.2% |
| 10Y | +663.4% | +17.8% | +645.5% | +557.5% |
| All | +1,742.9% | +309.2% | +1,433.7% | +893.6% |
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 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