-2.4%
ZBH vs DOCU
+112.5%
-115.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | -2.3% | +4.1% | -6.3% | -2.6% |
| 30D | +12.5% | +7.4% | +5.1% | +11.7% |
| 3M | +3.9% | +26.0% | -22.1% | +1.4% |
| 6M | +25.4% | +79.2% | -53.8% | +17.9% |
| YTD | +15.7% | +18.1% | -2.4% | +12.8% |
| 1Y | +15.2% | +20.5% | -5.3% | +12.0% |
| 3Y | +0.3% | +96.4% | -96.1% | -9.9% |
| 5Y | -16.1% | -69.5% | +53.4% | -16.0% |
| All | -2.4% | +112.5% | -115.0% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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