-15.3%
ZBH vs DAR
-27.0%
+11.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.5% |
| 7D | -2.3% | +11.6% | -13.8% | -3.8% |
| 30D | +12.5% | -10.2% | +22.7% | +14.1% |
| 3M | +3.9% | -14.8% | +18.8% | +6.1% |
| 6M | +25.4% | -10.1% | +35.5% | +26.6% |
| YTD | +15.7% | +55.5% | -39.8% | +5.6% |
| 1Y | +15.2% | +61.7% | -46.5% | +4.3% |
| 3Y | +0.3% | +37.2% | -36.8% | -9.2% |
| All | -15.3% | -27.0% | +11.7% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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