+13.1%
ZBH vs DOC
+15.7%
-2.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | +11.7% | +6.5% | +5.2% | +9.4% |
| 30D | +19.3% | +9.2% | +10.2% | +15.9% |
| 3M | +8.9% | -2.5% | +11.4% | +9.8% |
| 6M | +28.2% | +7.1% | +21.1% | +24.9% |
| YTD | +18.4% | +33.0% | -14.6% | +5.8% |
| 1Y | +20.6% | +23.3% | -2.7% | +10.8% |
| 3Y | -0.6% | +44.9% | -45.5% | -15.5% |
| 5Y | -19.7% | -21.6% | +1.9% | -15.4% |
| All | +13.1% | +15.7% | -2.6% | +4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling