+54,116.6%
FIX vs ZBH
+287.8%
+53,828.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.2% |
| 7D | +6.0% | -2.8% | +8.8% | +7.2% |
| 30D | -7.2% | -0.1% | -7.2% | -7.4% |
| 3M | -15.9% | +13.4% | -29.3% | -21.1% |
| 6M | +12.7% | +3.0% | +9.8% | +9.5% |
| YTD | +72.8% | +9.7% | +63.1% | +62.9% |
| 1Y | +122.9% | -5.4% | +128.3% | +120.4% |
| 3Y | +774.3% | -15.6% | +789.9% | +779.0% |
| 5Y | +2,049.5% | -28.1% | +2,077.6% | +2,182.3% |
| 10Y | +5,821.5% | -15.2% | +5,836.7% | +5,459.6% |
| All | +54,116.6% | +287.8% | +53,828.8% | +28,920.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling