-57.0%
DOCS vs ZBH
-14.9%
-42.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | 0.0% |
| 7D | 0.0% | +11.3% | -11.3% | -4.7% |
| 30D | +7.8% | +21.5% | -13.8% | -1.1% |
| 3M | +20.0% | +12.5% | +7.5% | +13.4% |
| 6M | +26.5% | +32.3% | -5.8% | +10.8% |
| YTD | -25.8% | +21.4% | -47.2% | -33.2% |
| 1Y | -39.5% | +23.7% | -63.2% | -46.1% |
| 3Y | +60.3% | +7.0% | +53.3% | +42.5% |
| 5Y | -57.0% | -13.2% | -43.8% | -58.1% |
| All | -57.0% | -14.9% | -42.2% | -58.1% |
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