-26.5%
FIS vs ZBH
-19.7%
-6.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.5% |
| 7D | -9.1% | -4.9% | -4.2% | -7.7% |
| 30D | -10.4% | -3.2% | -7.2% | -9.5% |
| 3M | -3.7% | +5.8% | -9.5% | -5.1% |
| 6M | -24.8% | +2.0% | -26.7% | -25.5% |
| YTD | -41.6% | +5.8% | -47.3% | -42.8% |
| 1Y | -42.7% | -7.9% | -34.8% | -42.1% |
| All | -26.5% | -19.7% | -6.7% | -25.6% |
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