+23.4%
ZBH vs SCHG
+0.2%
+23.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.5% | +2.5% | -2.2% |
| 7D | +9.6% | -6.8% | +16.4% | +10.6% |
| 30D | +19.1% | -11.2% | +30.3% | +20.7% |
| 3M | +9.1% | -7.4% | +16.5% | +10.1% |
| 6M | +29.4% | -1.0% | +30.4% | +29.2% |
| YTD | +19.8% | +0.9% | +18.9% | +17.4% |
| 1Y | +23.4% | -0.2% | +23.5% | +21.7% |
| All | +23.4% | +0.2% | +23.2% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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