-99.9%
DFNS vs ZBH
-31.0%
-68.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -4.7% |
| 7D | +4.6% | -4.9% | +9.6% | +6.1% |
| 30D | -73.9% | -3.2% | -70.6% | -73.7% |
| 3M | -71.7% | +5.8% | -77.5% | -71.6% |
| 6M | -94.6% | +2.0% | -96.6% | -94.5% |
| YTD | -98.1% | +5.8% | -103.9% | -98.1% |
| 1Y | -98.3% | -7.9% | -90.4% | -98.3% |
| 3Y | -99.9% | -19.4% | -80.5% | -99.9% |
| 5Y | -99.9% | -29.5% | -70.4% | -99.9% |
| All | -99.9% | -31.0% | -68.9% | -99.9% |
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