+284.4%
ZBH vs FDS
+1,655.5%
-1,371.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.7% | +0.1% |
| 7D | -2.8% | -1.9% | -0.9% | -2.4% |
| 30D | -0.1% | +9.0% | -9.1% | -2.5% |
| 3M | +13.4% | +18.9% | -5.4% | +7.7% |
| 6M | +3.0% | +35.1% | -32.2% | -6.5% |
| YTD | +9.7% | +5.5% | +4.2% | +5.8% |
| 1Y | -5.4% | -16.8% | +11.4% | -3.0% |
| 3Y | -15.6% | -28.1% | +12.5% | -10.7% |
| 5Y | -28.1% | -17.4% | -10.7% | -27.5% |
| 10Y | -15.2% | +85.4% | -100.7% | -32.5% |
| All | +284.4% | +1,655.5% | -1,371.0% | +81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling