-5.4%
ZBH vs FIVE
+66.7%
-72.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -1.3% |
| 7D | -2.8% | +4.3% | -7.1% | -3.2% |
| 30D | -0.1% | +12.5% | -12.6% | -1.1% |
| 3M | +13.4% | +31.2% | -17.8% | +10.6% |
| 6M | +3.0% | +14.4% | -11.4% | +1.7% |
| YTD | +9.7% | +33.9% | -24.2% | +5.9% |
| 1Y | -5.4% | +65.1% | -70.5% | -11.4% |
| All | -5.4% | +66.7% | -72.1% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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