-2.3%
FERG vs ZBH
-5.6%
+3.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.5% |
| 7D | 0.0% | -2.8% | +2.8% | +0.5% |
| 30D | -10.2% | -0.1% | -10.1% | -10.2% |
| 3M | -0.6% | +13.4% | -14.0% | -2.9% |
| 6M | -6.5% | +3.0% | -9.5% | -7.4% |
| YTD | +4.2% | +9.7% | -5.5% | +2.7% |
| 1Y | -2.3% | -5.4% | +3.1% | -4.7% |
| All | -2.3% | -5.6% | +3.3% | -4.7% |
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 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