+3.1%
FERG vs ZBH
+11.3%
-8.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +13.5% | -10.8% | 0.0% |
| 7D | +7.7% | +14.3% | -6.6% | +4.8% |
| 30D | +11.5% | +20.3% | -8.8% | +7.3% |
| 3M | -2.4% | +15.3% | -17.6% | -5.3% |
| 6M | -4.0% | +33.9% | -37.9% | -9.3% |
| YTD | +13.4% | +23.5% | -10.1% | +8.9% |
| 1Y | +3.1% | +7.9% | -4.8% | -1.0% |
| All | +3.1% | +11.3% | -8.3% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling