+14.5%
FIX vs ZBH
+24.5%
-10.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.6% | +6.8% | +10.2% |
| 7D | -7.2% | +11.3% | -18.5% | -2.7% |
| 30D | -35.1% | +21.5% | -56.6% | -30.8% |
| 3M | -34.3% | +12.5% | -46.8% | -30.5% |
| 6M | -42.9% | +32.3% | -75.2% | -40.8% |
| YTD | +19.5% | +21.4% | -2.0% | +28.3% |
| All | +14.5% | +24.5% | -10.0% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling