+17.9%
ZBH vs SAN
+270.1%
-252.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | -2.3% | +4.0% | -6.3% | -3.3% |
| 30D | +12.5% | -7.8% | +20.3% | +14.9% |
| 3M | +3.9% | -16.4% | +20.3% | +8.8% |
| 6M | +25.4% | +3.5% | +21.9% | +23.3% |
| YTD | +15.7% | +6.7% | +9.0% | +11.7% |
| 1Y | +15.2% | +14.5% | +0.7% | +8.9% |
| 3Y | +0.3% | +243.5% | -243.2% | -33.7% |
| 5Y | -16.1% | +296.2% | -312.3% | -49.0% |
| All | +17.9% | +270.1% | -252.2% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling