+262.4%
ZBH vs DGX
+873.8%
-611.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.6% |
| 7D | -6.6% | -3.5% | -3.1% | -5.4% |
| 30D | -4.9% | -2.7% | -2.2% | -4.0% |
| 3M | +5.1% | +13.9% | -8.8% | +0.3% |
| 6M | +1.3% | +16.0% | -14.7% | -4.1% |
| YTD | +3.4% | +34.9% | -31.6% | -7.4% |
| 1Y | -8.7% | +30.6% | -39.3% | -17.4% |
| 3Y | -21.2% | +93.0% | -114.2% | -38.4% |
| 5Y | -29.2% | +64.4% | -93.6% | -42.1% |
| 10Y | -17.5% | +248.1% | -265.6% | -49.9% |
| All | +262.4% | +873.8% | -611.4% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling