+2,185.6%
FIX vs ZBH
-30.7%
+2,216.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.9% | +6.3% | +3.1% |
| 7D | +6.1% | -5.2% | +11.3% | +7.0% |
| 30D | -2.7% | -2.4% | -0.3% | -2.4% |
| 3M | -10.9% | +8.3% | -19.2% | -13.1% |
| 6M | +29.0% | +0.7% | +28.3% | +27.8% |
| YTD | +76.9% | +5.3% | +71.5% | +73.1% |
| 1Y | +130.7% | -9.1% | +139.8% | +132.7% |
| 3Y | +790.7% | -19.7% | +810.4% | +820.6% |
| 5Y | +2,185.6% | -31.3% | +2,216.9% | +2,316.6% |
| All | +2,185.6% | -30.7% | +2,216.3% | +2,316.6% |
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