+7.9%
ZBH vs DD
+49.3%
-41.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | -1.8% | +15.3% | +13.6% |
| 7D | +14.3% | +8.7% | +5.6% | +13.1% |
| 30D | +20.3% | +15.3% | +5.0% | +18.1% |
| 3M | +15.3% | +5.9% | +9.3% | +14.3% |
| 6M | +33.9% | +11.6% | +22.4% | +31.0% |
| YTD | +23.5% | +26.5% | -3.1% | +27.6% |
| 1Y | +7.9% | +35.4% | -27.5% | +17.8% |
| All | +7.9% | +49.3% | -41.4% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling