+193.8%
SWKS vs ZBH
+318.7%
-124.9%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.8% |
| 7D | -6.2% | +11.7% | -17.9% | -11.7% |
| 30D | -1.5% | +19.3% | -20.8% | -10.3% |
| 3M | +23.0% | +8.9% | +14.0% | +16.2% |
| 6M | +27.6% | +28.2% | -0.5% | +9.9% |
| YTD | +32.3% | +18.4% | +13.9% | +17.9% |
| 1Y | +20.1% | +20.6% | -0.5% | +6.0% |
| 3Y | +0.6% | -0.6% | +1.3% | -4.6% |
| 5Y | -42.3% | -19.7% | -22.6% | -39.9% |
| 10Y | +35.9% | +14.7% | +21.2% | +13.9% |
| All | +193.8% | +318.7% | -124.9% | +63.7% |
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