-17.9%
FN vs ZBH
+21.9%
-39.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.7% | +5.9% |
| 7D | +8.0% | -2.4% | +10.4% | +6.5% |
| 30D | -19.1% | +16.6% | -35.7% | -12.5% |
| 3M | -29.8% | +10.8% | -40.7% | -25.0% |
| 6M | -43.2% | +35.8% | -79.0% | -38.2% |
| YTD | -18.9% | +20.5% | -39.4% | -7.4% |
| 1Y | -17.9% | +22.7% | -40.6% | -6.6% |
| All | -17.9% | +21.9% | -39.7% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling