+458.4%
SYY vs ZBH
+272.6%
+185.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.7% | +1.1% |
| 7D | -2.8% | -5.2% | +2.4% | -0.9% |
| 30D | -5.3% | -2.4% | -2.9% | -4.6% |
| 3M | +5.1% | +8.3% | -3.2% | +1.8% |
| 6M | -5.0% | +0.7% | -5.6% | -6.0% |
| YTD | +10.7% | +5.3% | +5.4% | +7.5% |
| 1Y | +0.7% | -9.1% | +9.8% | +2.2% |
| 3Y | +24.0% | -19.7% | +43.7% | +29.4% |
| 5Y | +19.3% | -31.3% | +50.6% | +29.6% |
| 10Y | +96.4% | -18.9% | +115.3% | +97.3% |
| All | +458.4% | +272.6% | +185.8% | +248.2% |
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