-93.2%
FRMI vs ZBH
+11.3%
-104.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +13.5% | -24.1% | -6.3% |
| 7D | -39.7% | +14.3% | -54.0% | -36.6% |
| 30D | -55.2% | +20.3% | -75.5% | -52.3% |
| 3M | -71.2% | +15.3% | -86.4% | -69.6% |
| 6M | -64.1% | +33.9% | -98.0% | -62.4% |
| YTD | -77.2% | +23.5% | -100.7% | -75.2% |
| 1Y | -93.2% | +7.9% | -101.1% | -92.7% |
| All | -93.2% | +11.3% | -104.5% | -92.7% |
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