+602.8%
FICO vs ZBH
-18.8%
+621.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +2.0% |
| 7D | -15.4% | -5.2% | -10.2% | -13.2% |
| 30D | -10.4% | -2.4% | -8.0% | -9.3% |
| 3M | -22.7% | +8.3% | -30.9% | -25.5% |
| 6M | -36.8% | +0.7% | -37.4% | -37.4% |
| YTD | -44.8% | +5.3% | -50.1% | -46.7% |
| 1Y | -39.3% | -9.1% | -30.3% | -37.8% |
| 3Y | +3.7% | -19.7% | +23.4% | +9.3% |
| 5Y | +101.7% | -31.3% | +133.0% | +126.5% |
| 10Y | +602.8% | -18.9% | +621.7% | +539.9% |
| All | +602.8% | -18.8% | +621.6% | +539.9% |
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