+1.7%
ZBH vs SAN
+244.8%
-243.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -2.4% |
| 7D | -2.1% | +1.0% | -3.1% | -2.3% |
| 30D | +13.6% | -9.4% | +22.9% | +14.3% |
| 3M | +7.1% | -17.1% | +24.2% | +8.6% |
| 6M | +26.1% | +2.2% | +23.9% | +25.3% |
| YTD | +17.2% | +6.0% | +11.2% | +15.7% |
| 1Y | +17.4% | +12.7% | +4.7% | +15.0% |
| All | +1.7% | +244.8% | -243.2% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling