-70.8%
FIS vs ZBH
-16.1%
-54.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.5% |
| 7D | +2.8% | -2.3% | +5.1% | +3.5% |
| 30D | -16.7% | +12.5% | -29.2% | -21.0% |
| 3M | -32.3% | +3.9% | -36.2% | -33.9% |
| 6M | -29.1% | +25.4% | -54.5% | -35.5% |
| YTD | -54.1% | +15.7% | -69.8% | -57.4% |
| 1Y | -53.7% | +15.2% | -68.9% | -57.0% |
| 3Y | -38.8% | +0.3% | -39.2% | -41.9% |
| All | -70.8% | -16.1% | -54.7% | -70.0% |
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