+596.4%
FSLR vs ZBH
+63.1%
+533.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -1.8% |
| 7D | -12.0% | -2.1% | -9.8% | -11.0% |
| 30D | -7.7% | +13.6% | -21.2% | -14.3% |
| 3M | -24.0% | +7.1% | -31.1% | -27.6% |
| 6M | -24.4% | +26.1% | -50.5% | -35.2% |
| YTD | -34.0% | +17.2% | -51.3% | -41.8% |
| 1Y | -35.6% | +17.4% | -53.0% | -43.2% |
| 3Y | +28.7% | +2.0% | +26.6% | +17.0% |
| 5Y | +55.3% | -15.0% | +70.3% | +53.0% |
| 10Y | +437.4% | +19.4% | +418.1% | +273.2% |
| All | +596.4% | +63.1% | +533.4% | +217.3% |
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