-21.7%
FN vs ZBH
+24.5%
-46.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.6% | +9.3% | +12.9% |
| 7D | +16.3% | +11.3% | +5.0% | +22.8% |
| 30D | -24.7% | +21.5% | -46.3% | -17.0% |
| 3M | -34.9% | +12.5% | -47.4% | -30.0% |
| 6M | -41.1% | +32.3% | -73.4% | -35.4% |
| YTD | -19.6% | +21.4% | -41.1% | -8.0% |
| All | -21.7% | +24.5% | -46.2% | -10.7% |
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 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