+284.4%
ZBH vs SM
+330.4%
-46.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.7% | -0.6% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | -0.1% | +26.3% | -26.4% | -3.0% |
| 3M | +13.4% | +8.7% | +4.8% | +11.6% |
| 6M | +3.0% | +51.7% | -48.7% | -3.3% |
| YTD | +9.7% | +99.0% | -89.4% | -0.7% |
| 1Y | -5.4% | +34.6% | -40.0% | -10.4% |
| 3Y | -15.6% | -7.8% | -7.8% | -18.3% |
| 5Y | -28.1% | +104.8% | -132.9% | -39.6% |
| 10Y | -15.2% | +7.2% | -22.5% | -42.5% |
| All | +284.4% | +330.4% | -46.0% | +58.7% |
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