-15.5%
ZBH vs FIVE
+486.0%
-501.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.9% |
| 7D | -4.9% | +1.7% | -6.6% | -5.2% |
| 30D | -3.2% | +5.0% | -8.2% | -4.2% |
| 3M | +5.8% | +29.5% | -23.7% | +0.8% |
| 6M | +2.0% | +12.4% | -10.4% | -1.0% |
| YTD | +5.8% | +31.2% | -25.4% | -0.3% |
| 1Y | -7.9% | +72.9% | -80.8% | -17.7% |
| 3Y | -19.4% | +53.0% | -72.4% | -29.4% |
| 5Y | -29.5% | +34.2% | -63.7% | -38.5% |
| 10Y | -15.5% | +497.6% | -513.2% | -42.5% |
| All | -15.5% | +486.0% | -501.6% | -42.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling