+2,535.3%
FICO vs ZBH
+326.1%
+2,209.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | +4.0% | -2.4% | +6.4% | +5.1% |
| 30D | -1.5% | +16.6% | -18.1% | -8.9% |
| 3M | -29.8% | +10.8% | -40.6% | -33.4% |
| 6M | -33.3% | +35.8% | -69.0% | -42.4% |
| YTD | -56.9% | +20.5% | -77.4% | -61.1% |
| 1Y | -59.5% | +22.7% | -82.2% | -63.7% |
| 3Y | -26.9% | +4.9% | -31.8% | -32.7% |
| 5Y | +92.9% | -12.8% | +105.7% | +91.5% |
| 10Y | +539.5% | +22.7% | +516.8% | +422.7% |
| All | +2,535.3% | +326.1% | +2,209.2% | +1,265.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling