+785.9%
DIA vs ZBH
+287.8%
+498.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | -0.2% | -2.8% | +2.6% | +0.7% |
| 30D | -1.5% | -0.1% | -1.4% | -1.6% |
| 3M | +3.8% | +13.4% | -9.7% | -0.9% |
| 6M | +10.3% | +3.0% | +7.3% | +8.2% |
| YTD | +12.1% | +9.7% | +2.4% | +7.5% |
| 1Y | +18.6% | -5.4% | +24.0% | +18.6% |
| 3Y | +60.6% | -15.6% | +76.2% | +63.9% |
| 5Y | +64.4% | -28.1% | +92.5% | +74.5% |
| 10Y | +250.1% | -15.2% | +265.3% | +235.1% |
| All | +785.9% | +287.8% | +498.0% | +409.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling