+948.1%
FIX vs ZBH
-19.6%
+967.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.6% | +5.5% |
| 7D | -17.5% | +11.7% | -29.2% | -18.5% |
| 30D | -41.6% | +19.3% | -60.9% | -43.0% |
| 3M | -40.6% | +8.9% | -49.5% | -41.3% |
| 6M | -49.4% | +28.2% | -77.5% | -52.0% |
| YTD | +9.2% | +18.4% | -9.2% | +5.3% |
| 1Y | +6.5% | +20.6% | -14.1% | +2.2% |
| 3Y | +448.7% | -0.6% | +449.3% | +434.4% |
| All | +948.1% | -19.6% | +967.7% | +992.7% |
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