-5.4%
ZBH vs DOC
+23.9%
-29.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.5% |
| 7D | -2.8% | -1.5% | -1.3% | -2.6% |
| 30D | -0.1% | -4.8% | +4.7% | +0.7% |
| 3M | +13.4% | +6.9% | +6.5% | +12.6% |
| 6M | +3.0% | +20.7% | -17.8% | +0.9% |
| YTD | +9.7% | +34.1% | -24.5% | +4.2% |
| 1Y | -5.4% | +22.6% | -28.0% | -8.5% |
| All | -5.4% | +23.9% | -29.3% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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