-12.1%
DOW vs ZBH
-18.7%
+6.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.6% |
| 7D | -1.4% | -4.7% | +3.3% | +0.8% |
| 30D | -3.9% | -4.5% | +0.6% | -2.0% |
| 3M | -12.7% | +7.6% | -20.2% | -16.6% |
| 6M | -13.7% | +0.3% | -14.0% | -15.6% |
| YTD | +28.4% | +4.5% | +23.9% | +22.3% |
| 1Y | +21.8% | -9.4% | +31.1% | +23.8% |
| 3Y | -35.7% | -21.5% | -14.2% | -30.4% |
| 5Y | -36.8% | -28.4% | -8.4% | -30.0% |
| All | -12.1% | -18.7% | +6.6% | -3.3% |
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