+285.4%
FIS vs ZBH
+287.8%
-2.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.6% |
| 7D | +1.1% | -2.8% | +3.9% | +2.2% |
| 30D | -2.2% | -0.1% | -2.1% | -2.2% |
| 3M | +2.1% | +13.4% | -11.3% | -2.9% |
| 6M | -14.7% | +3.0% | -17.6% | -16.3% |
| YTD | -35.7% | +9.7% | -45.4% | -38.6% |
| 1Y | -37.1% | -5.4% | -31.7% | -36.9% |
| 3Y | -20.0% | -15.6% | -4.4% | -17.6% |
| 5Y | -62.1% | -28.1% | -34.0% | -58.9% |
| 10Y | -37.4% | -15.2% | -22.1% | -38.8% |
| All | +285.4% | +287.8% | -2.4% | +133.5% |
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