+86.3%
FOXA vs ZBH
-14.9%
+101.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -5.4% | -4.9% | -0.5% | -3.8% |
| 30D | +1.1% | -3.2% | +4.4% | +2.3% |
| 3M | -6.1% | +5.8% | -12.0% | -8.3% |
| 6M | +8.2% | +2.0% | +6.3% | +6.5% |
| YTD | -11.8% | +5.8% | -17.6% | -14.6% |
| 1Y | +9.9% | -7.9% | +17.9% | +11.2% |
| 3Y | +110.7% | -19.4% | +130.1% | +120.5% |
| 5Y | +86.9% | -29.5% | +116.4% | +102.7% |
| All | +86.3% | -14.9% | +101.2% | +70.3% |
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