+0.3%
ZBH vs FGI
-16.0%
+16.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -25.2% | +23.9% | -1.2% |
| 7D | -2.3% | -14.4% | +12.1% | -2.2% |
| 30D | +12.5% | -11.8% | +24.2% | +12.5% |
| 3M | +3.9% | -46.2% | +50.2% | +4.1% |
| 6M | +25.4% | +5.2% | +20.3% | +25.0% |
| YTD | +15.7% | +10.5% | +5.2% | +15.1% |
| 1Y | +15.2% | +25.5% | -10.3% | +14.6% |
| 3Y | +0.3% | -16.0% | +16.3% | +0.9% |
| All | +0.3% | -16.0% | +16.3% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling