+95.9%
ZBH vs FIVE
+874.1%
-778.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.6% | -3.0% | +1.7% |
| 7D | +11.3% | +6.2% | +5.1% | +10.3% |
| 30D | +21.5% | +18.2% | +3.4% | +18.4% |
| 3M | +12.5% | +3.8% | +8.7% | +11.7% |
| 6M | +32.3% | +13.7% | +18.6% | +28.8% |
| YTD | +21.4% | +34.7% | -13.3% | +14.6% |
| 1Y | +23.7% | +66.6% | -42.9% | +12.7% |
| 3Y | +7.0% | +44.3% | -37.2% | -4.2% |
| 5Y | -13.2% | +18.8% | -32.0% | -21.6% |
| 10Y | +19.3% | +569.2% | -549.9% | -19.6% |
| All | +95.9% | +874.1% | -778.2% | +28.7% |
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