+332.9%
ZBH vs DOC
+445.0%
-112.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +3.1% | +10.4% | +12.7% |
| 7D | +14.3% | +8.7% | +5.5% | +11.8% |
| 30D | +20.3% | +7.6% | +12.7% | +18.0% |
| 3M | +15.3% | -5.3% | +20.5% | +16.9% |
| 6M | +33.9% | +27.6% | +6.3% | +24.8% |
| YTD | +23.5% | +32.4% | -8.9% | +13.6% |
| 1Y | +7.9% | +22.9% | -15.0% | +1.2% |
| 3Y | +4.2% | +43.1% | -38.9% | -7.1% |
| 5Y | -13.9% | -21.4% | +7.5% | -10.9% |
| 10Y | +19.7% | +16.8% | +2.8% | +8.7% |
| All | +332.9% | +445.0% | -112.1% | +168.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling