-14.2%
FSLY vs ZBH
-8.3%
-5.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.7% | -2.1% |
| 7D | -10.6% | -2.8% | -7.8% | -9.4% |
| 30D | -20.9% | -0.1% | -20.8% | -20.8% |
| 3M | +3.4% | +13.4% | -10.0% | -3.4% |
| 6M | +2.7% | +3.0% | -0.2% | -0.5% |
| YTD | +102.3% | +9.7% | +92.6% | +88.9% |
| 1Y | +182.1% | -5.4% | +187.5% | +180.6% |
| 3Y | -14.6% | -15.6% | +1.0% | -12.2% |
| 5Y | -55.9% | -28.1% | -27.8% | -51.5% |
| All | -14.2% | -8.3% | -5.9% | -16.9% |
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