+66.7%
FITB vs ZBH
-28.6%
+95.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | -0.3% | -4.7% | +4.4% | +1.5% |
| 30D | -5.7% | -4.5% | -1.2% | -4.2% |
| 3M | +3.2% | +7.6% | -4.4% | -0.2% |
| 6M | +23.4% | +0.3% | +23.1% | +22.0% |
| YTD | +18.8% | +4.5% | +14.3% | +15.3% |
| 1Y | +25.0% | -9.4% | +34.4% | +27.4% |
| 3Y | +131.2% | -21.5% | +152.7% | +148.3% |
| All | +66.7% | -28.6% | +95.3% | +80.1% |
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