-12.0%
ZBH vs FND
+56.5%
-68.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | -4.7% | -5.8% | +1.1% | -3.5% |
| 30D | -4.5% | -20.2% | +15.7% | +0.1% |
| 3M | +7.6% | -12.0% | +19.5% | +9.9% |
| 6M | +0.3% | -18.5% | +18.8% | +3.4% |
| YTD | +4.5% | -22.3% | +26.8% | +8.2% |
| 1Y | -9.4% | -47.6% | +38.3% | +1.9% |
| 3Y | -21.5% | -49.8% | +28.3% | -14.2% |
| 5Y | -28.4% | -63.0% | +34.6% | -20.0% |
| All | -12.0% | +56.5% | -68.5% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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