-48.4%
FSLY vs ZBH
-31.2%
-17.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +1.3% |
| 7D | +7.5% | -6.6% | +14.1% | +11.5% |
| 30D | -21.1% | -4.9% | -16.2% | -19.1% |
| 3M | +21.8% | +5.1% | +16.6% | +16.8% |
| 6M | -0.1% | +1.3% | -1.5% | -3.5% |
| YTD | +123.1% | +3.4% | +119.7% | +110.9% |
| 1Y | +208.6% | -8.7% | +217.2% | +211.1% |
| 3Y | -1.3% | -21.2% | +20.0% | +6.4% |
| 5Y | -48.4% | -29.2% | -19.2% | -45.2% |
| All | -48.4% | -31.2% | -17.2% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling