-31.3%
ZBH vs FIVE
+38.7%
-70.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.7% | -4.0% |
| 7D | -5.2% | +3.7% | -8.9% | -5.7% |
| 30D | -2.4% | +4.0% | -6.4% | -3.0% |
| 3M | +8.3% | +36.2% | -28.0% | +3.9% |
| 6M | +0.7% | +18.0% | -17.4% | -2.0% |
| YTD | +5.3% | +34.9% | -29.5% | +0.7% |
| 1Y | -9.1% | +67.9% | -77.0% | -15.7% |
| 3Y | -19.7% | +57.3% | -77.0% | -25.7% |
| 5Y | -31.3% | +39.5% | -70.8% | -37.4% |
| All | -31.3% | +38.7% | -70.0% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling