+4.4%
FICO vs ZBH
-15.7%
+20.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.9% | -15.8% | -16.5% |
| 7D | -19.2% | -2.8% | -16.4% | -18.8% |
| 30D | -14.6% | -0.1% | -14.5% | -14.5% |
| 3M | -20.1% | +13.4% | -33.5% | -21.3% |
| 6M | -36.3% | +3.0% | -39.3% | -36.7% |
| YTD | -44.9% | +9.7% | -54.5% | -45.6% |
| 1Y | -38.6% | -5.4% | -33.2% | -38.8% |
| All | +4.4% | -15.7% | +20.1% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling