+2,338.0%
SPGI vs ZBH
+314.6%
+2,023.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.3% |
| 7D | -0.8% | -2.1% | +1.3% | 0.0% |
| 30D | +14.3% | +13.6% | +0.7% | +8.0% |
| 3M | +14.5% | +7.1% | +7.4% | +10.7% |
| 6M | +17.3% | +26.1% | -8.8% | +5.5% |
| YTD | -4.6% | +17.2% | -21.8% | -12.3% |
| 1Y | +0.8% | +17.4% | -16.6% | -7.6% |
| 3Y | +28.8% | +2.0% | +26.7% | +21.2% |
| 5Y | +14.0% | -15.0% | +28.9% | +14.5% |
| 10Y | +332.5% | +19.4% | +313.1% | +252.3% |
| All | +2,338.0% | +314.6% | +2,023.4% | +1,174.5% |
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