-8.7%
ZBH vs SAN
+49.3%
-58.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | -6.6% | -2.8% | -3.8% | -6.5% |
| 30D | -4.9% | -0.5% | -4.4% | -4.9% |
| 3M | +5.1% | +22.7% | -17.6% | +4.5% |
| 6M | +1.3% | +28.8% | -27.4% | +0.3% |
| YTD | +3.4% | +26.3% | -22.9% | +2.2% |
| 1Y | -8.7% | +48.8% | -57.5% | -7.9% |
| All | -8.7% | +49.3% | -58.0% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling