-38.7%
DOCS vs ZBH
-31.1%
-7.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.5% |
| 7D | -0.8% | +11.7% | -12.5% | -5.2% |
| 30D | +17.4% | +19.3% | -1.9% | +9.2% |
| 3M | +57.4% | +8.9% | +48.4% | +51.3% |
| 6M | +26.5% | +28.2% | -1.6% | +13.4% |
| YTD | -26.6% | +18.4% | -45.0% | -32.7% |
| 1Y | -48.1% | +20.6% | -68.6% | -52.8% |
| 3Y | +52.6% | -0.6% | +53.2% | +44.5% |
| 5Y | -52.1% | -19.7% | -32.3% | -52.1% |
| All | -38.7% | -31.1% | -7.6% | -38.6% |
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