-18.8%
ZBH vs DOC
-22.1%
+3.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.7% | -2.9% |
| 7D | +9.6% | +6.2% | +3.4% | +7.7% |
| 30D | +19.1% | +6.5% | +12.7% | +16.9% |
| 3M | +9.1% | -6.2% | +15.4% | +11.2% |
| 6M | +29.4% | +25.6% | +3.8% | +19.8% |
| YTD | +19.8% | +32.1% | -12.3% | +8.6% |
| 1Y | +23.4% | +20.3% | +3.1% | +15.5% |
| 3Y | +1.1% | +42.7% | -41.7% | -12.5% |
| 5Y | -18.8% | -22.2% | +3.4% | -10.4% |
| All | -18.8% | -22.1% | +3.3% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling