+7.9%
ZBH vs FDS
+31.1%
-23.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +2.9% | +10.6% | +13.0% |
| 7D | +14.3% | +9.4% | +4.8% | +12.6% |
| 30D | +20.3% | +23.8% | -3.5% | +16.5% |
| 3M | +15.3% | +25.1% | -9.9% | +11.3% |
| 6M | +33.9% | +53.8% | -19.8% | +26.6% |
| YTD | +23.5% | +19.6% | +3.9% | +22.6% |
| 1Y | +7.9% | +31.6% | -23.8% | +1.6% |
| All | +7.9% | +31.1% | -23.2% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling