+126.0%
DUK vs ZBH
-16.2%
+142.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -0.7% | -4.7% | +4.0% | +0.4% |
| 30D | -2.4% | -4.5% | +2.0% | -1.5% |
| 3M | -3.0% | +7.6% | -10.6% | -4.8% |
| 6M | -6.6% | +0.3% | -6.8% | -7.2% |
| YTD | +4.6% | +4.5% | 0.0% | +2.7% |
| 1Y | +1.2% | -9.4% | +10.6% | +2.3% |
| 3Y | +45.7% | -21.5% | +67.1% | +50.9% |
| 5Y | +40.3% | -28.4% | +68.7% | +46.5% |
| All | +126.0% | -16.2% | +142.2% | +112.6% |
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