+181.1%
FIS vs ZBH
+326.1%
-145.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.1% | +6.6% | +6.7% |
| 7D | +1.5% | -2.4% | +3.9% | +2.4% |
| 30D | -11.8% | +16.6% | -28.4% | -18.5% |
| 3M | -28.5% | +10.8% | -39.4% | -32.7% |
| 6M | -27.0% | +35.8% | -62.8% | -36.6% |
| YTD | -53.1% | +20.5% | -73.6% | -57.7% |
| 1Y | -52.8% | +22.7% | -75.5% | -57.7% |
| 3Y | -37.5% | +4.9% | -42.4% | -41.9% |
| 5Y | -71.1% | -12.8% | -58.3% | -71.4% |
| 10Y | -52.0% | +22.7% | -74.7% | -59.6% |
| All | +181.1% | +326.1% | -145.0% | +60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling