-40.6%
FIX vs ZBH
+7.2%
-47.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.6% | +4.5% |
| 7D | -17.5% | +11.7% | -29.2% | -7.7% |
| 30D | -41.6% | +19.3% | -60.9% | -32.0% |
| 3M | -40.6% | +8.9% | -49.5% | -34.0% |
| All | -40.6% | +7.2% | -47.7% | -34.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling