-24.1%
FICO vs ZBH
+0.1%
-24.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -0.9% | +11.7% | -12.7% | -3.4% |
| 30D | +3.3% | +19.3% | -16.0% | -0.4% |
| 3M | -31.7% | +8.9% | -40.7% | -33.1% |
| 6M | -34.0% | +28.2% | -62.1% | -36.4% |
| YTD | -58.3% | +18.4% | -76.7% | -59.6% |
| 1Y | -57.9% | +20.6% | -78.5% | -59.3% |
| 3Y | -24.1% | -0.6% | -23.4% | -25.9% |
| All | -24.1% | +0.1% | -24.2% | -25.9% |
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 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