+57.9%
DIA vs ZBH
-16.1%
+74.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | +2.1% | -2.3% | +4.4% | +2.7% |
| 30D | +1.5% | +12.5% | -11.0% | -1.5% |
| 3M | -2.4% | +3.9% | -6.3% | -3.6% |
| 6M | +6.0% | +25.4% | -19.5% | -0.4% |
| YTD | +10.1% | +15.7% | -5.6% | +5.1% |
| 1Y | +11.8% | +15.2% | -3.4% | +6.8% |
| 3Y | +59.7% | +0.3% | +59.4% | +54.9% |
| All | +57.9% | -16.1% | +74.0% | +59.9% |
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