-52.4%
FIS vs ZBH
+17.7%
-70.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.7% |
| 7D | +2.8% | -2.3% | +5.1% | +3.7% |
| 30D | -16.7% | +12.5% | -29.2% | -22.3% |
| 3M | -32.3% | +3.9% | -36.2% | -34.7% |
| 6M | -29.1% | +25.4% | -54.5% | -37.1% |
| YTD | -54.1% | +15.7% | -69.8% | -58.3% |
| 1Y | -53.7% | +15.2% | -68.9% | -57.9% |
| 3Y | -38.8% | +0.3% | -39.2% | -42.6% |
| 5Y | -71.1% | -16.1% | -55.0% | -70.9% |
| All | -52.4% | +17.7% | -70.1% | -57.7% |
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