-48.1%
DOCS vs ZBH
+24.0%
-72.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -0.8% | +11.7% | -12.5% | -3.6% |
| 30D | +17.4% | +19.3% | -1.9% | +12.5% |
| 3M | +57.4% | +8.9% | +48.4% | +53.3% |
| 6M | +26.5% | +28.2% | -1.6% | +19.4% |
| YTD | -26.6% | +18.4% | -45.0% | -31.7% |
| 1Y | -48.1% | +20.6% | -68.6% | -52.8% |
| All | -48.1% | +24.0% | -72.0% | -52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling