-66.1%
FIS vs ZBH
-31.0%
-35.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.6% |
| 7D | -9.1% | -4.9% | -4.2% | -7.3% |
| 30D | -10.4% | -3.2% | -7.2% | -9.3% |
| 3M | -3.7% | +5.8% | -9.5% | -5.7% |
| 6M | -24.8% | +2.0% | -26.7% | -25.8% |
| YTD | -41.6% | +5.8% | -47.3% | -43.3% |
| 1Y | -42.7% | -7.9% | -34.8% | -41.9% |
| 3Y | -26.2% | -19.4% | -6.9% | -22.0% |
| 5Y | -66.1% | -29.5% | -36.6% | -63.4% |
| All | -66.1% | -31.0% | -35.2% | -63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling