+351.3%
FERG vs ZBH
-16.2%
+367.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | -2.6% | -4.7% | +2.1% | -1.5% |
| 30D | -8.9% | -4.5% | -4.4% | -7.9% |
| 3M | -2.0% | +7.6% | -9.6% | -4.0% |
| 6M | -3.2% | +0.3% | -3.5% | -3.7% |
| YTD | +1.5% | +4.5% | -3.0% | -0.1% |
| 1Y | +0.5% | -9.4% | +9.9% | +1.8% |
| 3Y | +50.4% | -21.5% | +71.9% | +56.1% |
| 5Y | +68.7% | -28.4% | +97.1% | +76.3% |
| All | +351.3% | -16.2% | +367.5% | +348.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling