+1,315.5%
FERG vs ZBH
+80.0%
+1,235.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.4% |
| 7D | +0.9% | -4.9% | +5.8% | +1.8% |
| 30D | -15.1% | -3.2% | -11.8% | -14.6% |
| 3M | -4.8% | +5.8% | -10.7% | -5.9% |
| 6M | -2.5% | +2.0% | -4.4% | -3.1% |
| YTD | +1.8% | +5.8% | -4.0% | +0.5% |
| 1Y | -0.3% | -7.9% | +7.6% | +0.4% |
| 3Y | +52.9% | -19.4% | +72.3% | +56.3% |
| 5Y | +69.3% | -29.5% | +98.8% | +74.7% |
| 10Y | +352.7% | -15.5% | +368.2% | +349.8% |
| All | +1,315.5% | +80.0% | +1,235.5% | +1,290.6% |
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