-3.5%
FSLY vs ZBH
-12.6%
+9.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.8% | +1.5% |
| 7D | +12.5% | -4.7% | +17.2% | +14.8% |
| 30D | -18.8% | -4.5% | -14.3% | -17.3% |
| 3M | +22.7% | +7.6% | +15.1% | +17.4% |
| 6M | -3.7% | +0.3% | -4.0% | -5.8% |
| YTD | +127.5% | +4.5% | +123.0% | +116.9% |
| 1Y | +193.5% | -9.4% | +202.9% | +197.2% |
| 3Y | -1.3% | -21.5% | +20.2% | +5.0% |
| 5Y | -47.3% | -28.4% | -18.9% | -41.8% |
| All | -3.5% | -12.6% | +9.1% | -4.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling