+539.5%
FICO vs ZBH
+20.1%
+519.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | +4.0% | -2.4% | +6.4% | +5.2% |
| 30D | -1.5% | +16.6% | -18.1% | -9.4% |
| 3M | -29.8% | +10.8% | -40.6% | -33.6% |
| 6M | -33.3% | +35.8% | -69.0% | -42.9% |
| YTD | -56.9% | +20.5% | -77.4% | -61.3% |
| 1Y | -59.5% | +22.7% | -82.2% | -64.0% |
| 3Y | -26.9% | +4.9% | -31.8% | -33.5% |
| 5Y | +92.9% | -12.8% | +105.7% | +91.2% |
| 10Y | +539.5% | +22.7% | +516.8% | +408.5% |
| All | +539.5% | +20.1% | +519.4% | +408.5% |
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