-3.6%
DDOG vs ZBH
-16.1%
+12.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.2% |
| 7D | +2.9% | -2.3% | +5.1% | +3.4% |
| 30D | -31.6% | +12.5% | -44.1% | -34.5% |
| 3M | -27.0% | +3.9% | -30.9% | -28.4% |
| 6M | -10.3% | +25.4% | -35.7% | -18.3% |
| YTD | +35.4% | +15.7% | +19.7% | +26.0% |
| 1Y | -1.0% | +15.2% | -16.1% | -7.9% |
| 3Y | +76.7% | +0.3% | +76.3% | +61.3% |
| All | -3.6% | -16.1% | +12.5% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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