-29.2%
ZBH vs FLR
+230.6%
-259.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -2.1% |
| 7D | -6.6% | -6.9% | +0.3% | -6.0% |
| 30D | -4.9% | +1.1% | -6.1% | -5.1% |
| 3M | +5.1% | +14.3% | -9.2% | +3.2% |
| 6M | +1.3% | +19.1% | -17.8% | -1.2% |
| YTD | +3.4% | +35.1% | -31.8% | -0.8% |
| 1Y | -8.7% | +29.5% | -38.2% | -12.4% |
| 3Y | -21.2% | +53.0% | -74.2% | -29.3% |
| 5Y | -29.2% | +238.9% | -268.1% | -47.2% |
| All | -29.2% | +230.6% | -259.8% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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