+76.3%
FDX vs ZBH
-13.8%
+90.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | +0.5% | +10.6% | -10.1% | -2.8% |
| 30D | +9.5% | +20.4% | -10.9% | +3.0% |
| 3M | -1.3% | +10.0% | -11.4% | -4.7% |
| 6M | +5.5% | +31.0% | -25.5% | -4.3% |
| YTD | +38.9% | +20.3% | +18.6% | +29.0% |
| 1Y | +58.8% | +22.2% | +36.6% | +46.5% |
| 3Y | +71.1% | +4.7% | +66.4% | +62.4% |
| 5Y | +76.3% | -13.7% | +90.0% | +81.4% |
| All | +76.3% | -13.8% | +90.1% | +81.4% |
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