-11.3%
ZBH vs FND
+58.4%
-69.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.6% | +0.7% | -3.0% |
| 7D | -5.2% | +0.4% | -5.6% | -5.3% |
| 30D | -2.4% | -23.6% | +21.1% | +3.1% |
| 3M | +8.3% | +4.3% | +3.9% | +6.5% |
| 6M | +0.7% | -20.3% | +20.9% | +4.2% |
| YTD | +5.3% | -21.3% | +26.6% | +8.7% |
| 1Y | -9.1% | -45.4% | +36.3% | +1.2% |
| 3Y | -19.7% | -48.9% | +29.2% | -12.6% |
| 5Y | -31.3% | -61.0% | +29.7% | -24.2% |
| All | -11.3% | +58.4% | -69.7% | -30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling