-17.4%
ZBH vs DGX
+255.3%
-272.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.5% | +0.5% |
| 7D | -4.7% | -0.9% | -3.8% | -4.3% |
| 30D | -4.5% | -1.2% | -3.3% | -4.1% |
| 3M | +7.6% | +15.8% | -8.2% | +1.5% |
| 6M | +0.3% | +18.2% | -17.9% | -6.3% |
| YTD | +4.5% | +37.2% | -32.7% | -8.0% |
| 1Y | -9.4% | +30.4% | -39.7% | -18.8% |
| 3Y | -21.5% | +96.7% | -118.2% | -40.7% |
| 5Y | -28.4% | +67.2% | -95.6% | -43.3% |
| All | -17.4% | +255.3% | -272.7% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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