-12.5%
SPGI vs ZBH
-5.6%
-6.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | +0.1% | -2.8% | +3.0% | +0.6% |
| 30D | +8.4% | -0.1% | +8.5% | +8.4% |
| 3M | +11.8% | +13.4% | -1.6% | +9.7% |
| 6M | +5.7% | +3.0% | +2.7% | +4.3% |
| YTD | -9.7% | +9.7% | -19.3% | -11.2% |
| 1Y | -12.5% | -5.4% | -7.1% | -13.1% |
| All | -12.5% | -5.6% | -6.8% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling