-9.4%
ZBH vs DD
+34.9%
-44.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -4.7% | -3.5% | -1.2% | -4.1% |
| 30D | -4.5% | -11.7% | +7.2% | -2.6% |
| 3M | +7.6% | -9.2% | +16.8% | +9.2% |
| 6M | +0.3% | -7.2% | +7.5% | +0.8% |
| YTD | +4.5% | +6.6% | -2.1% | +3.8% |
| 1Y | -9.4% | +32.0% | -41.4% | -15.2% |
| All | -9.4% | +34.9% | -44.3% | -15.2% |
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