+76.9%
ZBH vs FIVE
+868.1%
-791.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -1.7% |
| 7D | -2.8% | +4.3% | -7.1% | -3.5% |
| 30D | -0.1% | +12.5% | -12.6% | -2.1% |
| 3M | +13.4% | +31.2% | -17.8% | +8.3% |
| 6M | +3.0% | +14.4% | -11.4% | 0.0% |
| YTD | +9.7% | +33.9% | -24.2% | +3.6% |
| 1Y | -5.4% | +65.1% | -70.5% | -13.9% |
| 3Y | -15.6% | +49.0% | -64.5% | -25.0% |
| 5Y | -28.1% | +30.3% | -58.4% | -36.3% |
| 10Y | -15.2% | +481.1% | -496.3% | -42.0% |
| All | +76.9% | +868.1% | -791.3% | +16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling