+1,140.2%
FDX vs ZBH
+287.8%
+852.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -2.5% | -2.8% | +0.3% | -1.5% |
| 30D | +3.8% | -0.1% | +3.9% | +3.8% |
| 3M | -1.3% | +13.4% | -14.7% | -6.5% |
| 6M | +5.0% | +3.0% | +2.0% | +2.7% |
| YTD | +39.6% | +9.7% | +30.0% | +33.0% |
| 1Y | +81.1% | -5.4% | +86.5% | +80.9% |
| 3Y | +63.0% | -15.6% | +78.6% | +67.4% |
| 5Y | +65.6% | -28.1% | +93.7% | +78.4% |
| 10Y | +183.4% | -15.2% | +198.6% | +173.1% |
| All | +1,140.2% | +287.8% | +852.4% | +591.6% |
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