-39.7%
FICO vs ZBH
-8.5%
-31.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +1.2% |
| 7D | -15.4% | -5.2% | -10.2% | -14.1% |
| 30D | -10.4% | -2.4% | -8.0% | -9.6% |
| 3M | -22.7% | +8.3% | -30.9% | -23.5% |
| 6M | -36.8% | +0.7% | -37.4% | -36.9% |
| YTD | -44.8% | +5.3% | -50.1% | -45.5% |
| All | -39.7% | -8.5% | -31.2% | -37.9% |
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 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