-37.4%
DOCS vs ZBH
-31.7%
-5.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +1.0% |
| 7D | +0.1% | -2.1% | +2.2% | +0.9% |
| 30D | +8.7% | +13.6% | -4.9% | +3.1% |
| 3M | +32.9% | +7.1% | +25.8% | +28.7% |
| 6M | +25.5% | +26.1% | -0.6% | +13.3% |
| YTD | -25.0% | +17.2% | -42.2% | -31.0% |
| 1Y | -34.9% | +17.4% | -52.2% | -40.1% |
| 3Y | +39.3% | +2.0% | +37.3% | +29.0% |
| 5Y | -54.8% | -15.0% | -39.9% | -54.9% |
| All | -37.4% | -31.7% | -5.6% | -37.0% |
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