-90.6%
FCEL vs ZBH
-28.6%
-61.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.4% |
| 7D | +6.3% | -4.7% | +11.0% | +8.2% |
| 30D | -26.7% | -4.5% | -22.2% | -25.5% |
| 3M | -10.2% | +7.6% | -17.7% | -16.6% |
| 6M | +123.5% | +0.3% | +123.2% | +114.4% |
| YTD | +117.4% | +4.5% | +112.8% | +102.4% |
| 1Y | +146.0% | -9.4% | +155.4% | +145.9% |
| 3Y | -61.9% | -21.5% | -40.4% | -58.4% |
| All | -90.6% | -28.6% | -61.9% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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