-17.4%
ZBH vs DOC
-21.4%
+4.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | +11.7% | +6.5% | +5.2% | +9.6% |
| 30D | +19.3% | +9.2% | +10.2% | +16.2% |
| 3M | +8.9% | -2.5% | +11.4% | +9.7% |
| 6M | +28.2% | +7.1% | +21.1% | +25.3% |
| YTD | +18.4% | +33.0% | -14.6% | +7.1% |
| 1Y | +20.6% | +23.3% | -2.7% | +12.0% |
| 3Y | -0.6% | +44.9% | -45.5% | -14.3% |
| All | -17.4% | -21.4% | +4.1% | -9.6% |
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