+726.4%
FSLR vs ZBH
+52.5%
+673.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.0% |
| 7D | 0.0% | -2.8% | +2.8% | +1.6% |
| 30D | -13.7% | -0.1% | -13.6% | -13.8% |
| 3M | -35.1% | +13.4% | -48.5% | -40.3% |
| 6M | +3.6% | +3.0% | +0.7% | -0.3% |
| YTD | -21.7% | +9.7% | -31.4% | -27.6% |
| 1Y | +1.3% | -5.4% | +6.7% | 0.0% |
| 3Y | +9.7% | -15.6% | +25.3% | +12.3% |
| 5Y | +117.4% | -28.1% | +145.5% | +136.8% |
| 10Y | +435.5% | -15.2% | +450.7% | +369.1% |
| All | +726.4% | +52.5% | +673.9% | +294.6% |
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