-100.0%
FCEL vs ZBH
+272.6%
-372.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -3.9% | +22.7% | +21.1% |
| 7D | +4.0% | -5.2% | +9.2% | +6.8% |
| 30D | -13.1% | -2.4% | -10.7% | -12.3% |
| 3M | +14.6% | +8.3% | +6.3% | +5.2% |
| 6M | +133.7% | +0.7% | +133.0% | +120.4% |
| YTD | +143.0% | +5.3% | +137.6% | +122.0% |
| 1Y | +320.9% | -9.1% | +329.9% | +311.2% |
| 3Y | -58.9% | -19.7% | -39.2% | -57.6% |
| 5Y | -89.7% | -31.3% | -58.4% | -88.0% |
| 10Y | -99.1% | -18.9% | -80.1% | -99.1% |
| All | -100.0% | +272.6% | -372.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling