+63.8%
DIA vs ZBH
-31.2%
+94.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.1% |
| 7D | -3.0% | -6.6% | +3.5% | -1.5% |
| 30D | -3.0% | -4.9% | +1.9% | -1.9% |
| 3M | +4.5% | +5.1% | -0.6% | +2.9% |
| 6M | +9.8% | +1.3% | +8.4% | +8.7% |
| YTD | +9.3% | +3.4% | +5.9% | +7.5% |
| 1Y | +16.0% | -8.7% | +24.7% | +17.1% |
| 3Y | +57.7% | -21.2% | +78.9% | +64.6% |
| 5Y | +63.8% | -29.2% | +93.0% | +69.1% |
| All | +63.8% | -31.2% | +94.9% | +69.1% |
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