+153.3%
FDX vs ZBH
+19.9%
+133.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.6% |
| 7D | +0.5% | +10.6% | -10.1% | -3.7% |
| 30D | +9.5% | +20.4% | -10.9% | +1.4% |
| 3M | -1.3% | +10.0% | -11.4% | -5.5% |
| 6M | +5.5% | +31.0% | -25.5% | -6.6% |
| YTD | +38.9% | +20.3% | +18.6% | +26.5% |
| 1Y | +58.8% | +22.2% | +36.6% | +43.5% |
| 3Y | +71.1% | +4.7% | +66.4% | +60.4% |
| 5Y | +76.3% | -13.7% | +90.0% | +77.7% |
| All | +153.3% | +19.9% | +133.4% | +125.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling