-16.3%
ZBH vs DOC
-21.9%
+5.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +3.1% | +10.4% | +12.5% |
| 7D | +14.3% | +8.7% | +5.5% | +11.4% |
| 30D | +20.3% | +7.6% | +12.7% | +17.6% |
| 3M | +15.3% | -5.3% | +20.5% | +17.1% |
| 6M | +33.9% | +27.6% | +6.3% | +23.4% |
| YTD | +23.5% | +32.4% | -8.9% | +11.9% |
| 1Y | +7.9% | +22.9% | -15.0% | +0.1% |
| 3Y | +4.2% | +43.1% | -38.9% | -9.8% |
| All | -16.3% | -21.9% | +5.6% | -7.7% |
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