-15.9%
ZBH vs FIVE
+502.5%
-518.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.7% | -4.1% |
| 7D | -5.2% | +3.7% | -8.9% | -5.8% |
| 30D | -2.4% | +4.0% | -6.4% | -3.2% |
| 3M | +8.3% | +36.2% | -28.0% | +2.2% |
| 6M | +0.7% | +18.0% | -17.4% | -3.1% |
| YTD | +5.3% | +34.9% | -29.5% | -1.1% |
| 1Y | -9.1% | +67.9% | -77.0% | -18.3% |
| 3Y | -19.7% | +57.3% | -77.0% | -30.0% |
| 5Y | -31.3% | +39.5% | -70.8% | -40.5% |
| All | -15.9% | +502.5% | -518.4% | -43.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling