+163.7%
FIS vs ZBH
+329.5%
-165.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -2.3% |
| 7D | -29.4% | +11.3% | -40.7% | -33.5% |
| 30D | -16.7% | +21.5% | -38.3% | -24.3% |
| 3M | -33.0% | +12.5% | -45.5% | -37.2% |
| 6M | -33.3% | +32.3% | -65.6% | -41.5% |
| YTD | -56.0% | +21.4% | -77.4% | -60.4% |
| 1Y | -54.6% | +23.7% | -78.3% | -59.4% |
| 3Y | -40.6% | +7.0% | -47.7% | -45.3% |
| 5Y | -71.9% | -13.2% | -58.7% | -72.2% |
| 10Y | -55.3% | +19.3% | -74.6% | -62.0% |
| All | +163.7% | +329.5% | -165.8% | +50.5% |
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