-12.8%
ZBH vs FFIV
+41.1%
-53.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | 0.0% |
| 7D | -2.4% | -2.9% | +0.5% | -2.0% |
| 30D | +16.6% | -32.4% | +49.0% | +23.0% |
| 3M | +10.8% | -22.7% | +33.5% | +14.0% |
| 6M | +35.8% | -10.7% | +46.4% | +35.2% |
| YTD | +20.5% | +25.4% | -4.9% | +10.8% |
| 1Y | +22.7% | +34.2% | -11.4% | +11.0% |
| 3Y | +4.9% | +101.2% | -96.3% | -19.9% |
| 5Y | -12.8% | +42.0% | -54.8% | -29.1% |
| All | -12.8% | +41.1% | -53.9% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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