-40.6%
FIS vs ZBH
-16.2%
-24.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.3% |
| 7D | -7.9% | -4.7% | -3.2% | -6.0% |
| 30D | -8.0% | -4.5% | -3.5% | -6.1% |
| 3M | +0.6% | +7.6% | -7.0% | -2.6% |
| 6M | -22.2% | +0.3% | -22.5% | -22.9% |
| YTD | -40.8% | +4.5% | -45.3% | -42.5% |
| 1Y | -41.5% | -9.4% | -32.1% | -40.3% |
| 3Y | -25.5% | -21.5% | -4.0% | -20.4% |
| 5Y | -64.8% | -28.4% | -36.4% | -61.4% |
| All | -40.6% | -16.2% | -24.4% | -42.5% |
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