-15.6%
ZBH vs SWK
+3.3%
-18.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | -2.8% | -0.4% | -2.4% | -2.7% |
| 30D | -0.1% | -5.7% | +5.6% | +1.9% |
| 3M | +13.4% | +24.1% | -10.6% | +4.6% |
| 6M | +3.0% | +24.7% | -21.7% | -5.8% |
| YTD | +9.7% | +33.9% | -24.3% | -2.6% |
| 1Y | -5.4% | +34.7% | -40.1% | -16.8% |
| 3Y | -15.6% | +15.3% | -30.8% | -24.9% |
| 5Y | -28.1% | -39.3% | +11.2% | -19.0% |
| All | -15.6% | +3.3% | -18.9% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling