+164.6%
SWKS vs ZBH
+287.8%
-123.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.9% |
| 7D | +12.5% | -2.8% | +15.3% | +14.0% |
| 30D | +10.5% | -0.1% | +10.6% | +10.4% |
| 3M | -7.4% | +13.4% | -20.8% | -13.9% |
| 6M | +32.7% | +3.0% | +29.7% | +28.2% |
| YTD | +19.2% | +9.7% | +9.5% | +11.7% |
| 1Y | +2.4% | -5.4% | +7.8% | +1.7% |
| 3Y | -25.6% | -15.6% | -10.0% | -22.8% |
| 5Y | -53.4% | -28.1% | -25.3% | -48.3% |
| 10Y | +23.2% | -15.2% | +38.4% | +19.7% |
| All | +164.6% | +287.8% | -123.3% | +55.1% |
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 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