+45.3%
SO vs ZBH
-19.5%
+64.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.9% | +1.6% |
| 7D | +1.0% | -5.2% | +6.2% | +1.9% |
| 30D | -3.2% | -2.4% | -0.8% | -2.9% |
| 3M | -1.7% | +8.3% | -10.0% | -3.3% |
| 6M | -7.2% | +0.7% | -7.8% | -7.8% |
| YTD | +4.6% | +5.3% | -0.8% | +3.0% |
| 1Y | +1.2% | -9.1% | +10.3% | +2.0% |
| 3Y | +45.3% | -19.7% | +65.0% | +51.8% |
| All | +45.3% | -19.5% | +64.8% | +51.8% |
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