+4.9%
SPGI vs ZBH
-31.2%
+36.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.9% | +0.7% | -2.1% |
| 7D | -2.5% | -5.2% | +2.7% | -0.9% |
| 30D | +5.4% | -2.4% | +7.8% | +6.2% |
| 3M | +9.0% | +8.3% | +0.8% | +6.3% |
| 6M | +0.8% | +0.7% | +0.1% | 0.0% |
| YTD | -12.6% | +5.3% | -17.9% | -14.6% |
| 1Y | -16.1% | -9.1% | -7.1% | -14.8% |
| 3Y | +19.0% | -19.7% | +38.7% | +24.7% |
| All | +4.9% | -31.2% | +36.1% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling