-21.5%
ZBH vs FND
-50.3%
+28.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.0% |
| 7D | -4.7% | -5.8% | +1.1% | -3.8% |
| 30D | -4.5% | -20.2% | +15.7% | -1.1% |
| 3M | +7.6% | -12.0% | +19.5% | +9.3% |
| 6M | +0.3% | -18.5% | +18.8% | +2.7% |
| YTD | +4.5% | -22.3% | +26.8% | +7.1% |
| 1Y | -9.4% | -47.6% | +38.3% | -1.0% |
| 3Y | -21.5% | -49.8% | +28.3% | -18.0% |
| All | -21.5% | -50.3% | +28.8% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling