+2,372.3%
SPGI vs ZBH
+326.1%
+2,046.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | -1.4% | -2.4% | +1.1% | -0.4% |
| 30D | +15.3% | +16.6% | -1.3% | +7.8% |
| 3M | +16.5% | +10.8% | +5.7% | +11.1% |
| 6M | +19.8% | +35.8% | -15.9% | +4.5% |
| YTD | -3.2% | +20.5% | -23.7% | -12.1% |
| 1Y | +1.8% | +22.7% | -20.9% | -8.4% |
| 3Y | +30.6% | +4.9% | +25.7% | +21.5% |
| 5Y | +16.0% | -12.8% | +28.8% | +15.4% |
| 10Y | +338.6% | +22.7% | +315.9% | +253.3% |
| All | +2,372.3% | +326.1% | +2,046.2% | +1,178.0% |
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