-21.5%
ZBH vs SCCO
+177.0%
-198.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.2% |
| 7D | -4.7% | -2.7% | -2.0% | -4.5% |
| 30D | -4.5% | -0.7% | -3.8% | -4.6% |
| 3M | +7.6% | +8.1% | -0.5% | +6.5% |
| 6M | +0.3% | +4.1% | -3.8% | -0.8% |
| YTD | +4.5% | +41.1% | -36.6% | -0.5% |
| 1Y | -9.4% | +95.6% | -104.9% | -17.8% |
| 3Y | -21.5% | +179.3% | -200.7% | -36.1% |
| All | -21.5% | +177.0% | -198.5% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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