+1,145.5%
FDX vs ZBH
+326.1%
+819.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.8% | +0.9% |
| 7D | -2.1% | -2.4% | +0.4% | -1.1% |
| 30D | +10.4% | +16.6% | -6.2% | +3.8% |
| 3M | +0.5% | +10.8% | -10.4% | -3.9% |
| 6M | +6.5% | +35.8% | -29.3% | -6.5% |
| YTD | +40.2% | +20.5% | +19.8% | +28.2% |
| 1Y | +52.1% | +22.7% | +29.4% | +37.9% |
| 3Y | +72.8% | +4.9% | +67.9% | +62.6% |
| 5Y | +76.3% | -12.8% | +89.1% | +76.4% |
| 10Y | +155.7% | +22.7% | +133.1% | +114.9% |
| All | +1,145.5% | +326.1% | +819.4% | +566.7% |
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 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