-28.7%
ZBH vs SCHG
+84.3%
-113.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +0.8% |
| 7D | -4.7% | -1.0% | -3.6% | -4.3% |
| 30D | -4.5% | -1.3% | -3.2% | -4.0% |
| 3M | +7.6% | +5.4% | +2.1% | +5.3% |
| 6M | +0.3% | +14.4% | -14.1% | -5.0% |
| YTD | +4.5% | +8.0% | -3.5% | +1.1% |
| 1Y | -9.4% | +12.7% | -22.1% | -14.1% |
| 3Y | -21.5% | +85.6% | -107.1% | -42.7% |
| All | -28.7% | +84.3% | -113.0% | -50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling