-29.5%
ZBH vs SAN
+384.1%
-413.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | -4.9% | -0.5% | -4.4% | -4.8% |
| 30D | -3.2% | -0.1% | -3.2% | -3.2% |
| 3M | +5.8% | +19.6% | -13.8% | +2.0% |
| 6M | +2.0% | +32.7% | -30.7% | -4.1% |
| YTD | +5.8% | +26.7% | -20.9% | 0.0% |
| 1Y | -7.9% | +51.6% | -59.6% | -16.6% |
| 3Y | -19.4% | +348.7% | -368.1% | -45.3% |
| 5Y | -29.5% | +378.7% | -408.2% | -54.1% |
| All | -29.5% | +384.1% | -413.6% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling