+67.3%
DVN vs ZBH
-16.2%
+83.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.2% |
| 7D | +4.5% | -4.7% | +9.2% | +7.3% |
| 30D | +12.0% | -4.5% | +16.5% | +14.6% |
| 3M | +13.4% | +7.6% | +5.8% | +7.2% |
| 6M | +12.1% | +0.3% | +11.8% | +8.7% |
| YTD | +38.8% | +4.5% | +34.3% | +30.6% |
| 1Y | +46.0% | -9.4% | +55.4% | +47.8% |
| 3Y | +9.5% | -21.5% | +31.0% | +17.2% |
| 5Y | +125.3% | -28.4% | +153.7% | +148.5% |
| All | +67.3% | -16.2% | +83.4% | +54.5% |
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