+34,157.0%
FIX vs ZBH
+318.7%
+33,838.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.6% | +5.9% |
| 7D | -17.5% | +11.7% | -29.2% | -21.9% |
| 30D | -41.6% | +19.3% | -60.9% | -46.4% |
| 3M | -40.6% | +8.9% | -49.5% | -43.8% |
| 6M | -49.4% | +28.2% | -77.5% | -55.8% |
| YTD | +9.2% | +18.4% | -9.2% | -2.0% |
| 1Y | +6.5% | +20.6% | -14.1% | -5.3% |
| 3Y | +448.7% | -0.6% | +449.3% | +406.3% |
| 5Y | +948.7% | -19.7% | +968.5% | +947.4% |
| 10Y | +3,659.7% | +14.7% | +3,645.0% | +2,973.3% |
| All | +34,157.0% | +318.7% | +33,838.3% | +17,355.6% |
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 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