+247.6%
DIA vs ZBH
-16.2%
+263.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.2% | +0.6% |
| 7D | -1.6% | -4.7% | +3.1% | -0.1% |
| 30D | -2.0% | -4.5% | +2.5% | -0.6% |
| 3M | +3.6% | +7.6% | -3.9% | +0.7% |
| 6M | +11.5% | +0.3% | +11.2% | +10.4% |
| YTD | +10.4% | +4.5% | +5.8% | +7.5% |
| 1Y | +15.6% | -9.4% | +25.0% | +17.2% |
| 3Y | +58.9% | -21.5% | +80.4% | +66.7% |
| 5Y | +65.3% | -28.4% | +93.7% | +76.1% |
| All | +247.6% | -16.2% | +263.8% | +227.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling