-31.8%
ZBH vs FRSH
-72.6%
+40.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | -6.6% | -11.2% | +4.6% | -5.5% |
| 30D | -4.9% | -0.8% | -4.1% | -4.9% |
| 3M | +5.1% | +26.4% | -21.3% | +2.6% |
| 6M | +1.3% | +48.4% | -47.0% | -2.8% |
| YTD | +3.4% | -3.1% | +6.5% | +2.9% |
| 1Y | -8.7% | -8.7% | 0.0% | -8.7% |
| 3Y | -21.2% | -45.8% | +24.6% | -18.3% |
| All | -31.8% | -72.6% | +40.8% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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