+311.0%
ZBH vs SM
+287.1%
+23.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.2% | -7.9% | -3.3% |
| 7D | -2.1% | +10.6% | -12.7% | -3.4% |
| 30D | +13.6% | -15.0% | +28.5% | +15.1% |
| 3M | +7.1% | +1.7% | +5.4% | +6.0% |
| 6M | +26.1% | +5.9% | +20.2% | +23.5% |
| YTD | +17.2% | +79.0% | -61.8% | +6.7% |
| 1Y | +17.4% | +84.7% | -67.3% | +6.3% |
| 3Y | +2.0% | -3.5% | +5.5% | -2.5% |
| 5Y | -15.0% | +4.9% | -19.9% | -22.5% |
| 10Y | +19.4% | +17.7% | +1.7% | -20.8% |
| All | +311.0% | +287.1% | +23.9% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 all: compounded portfolio wealth divided by compounded SM 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…
all analysis · Full analysis span regression · 6 months rolling