-0.2%
ZBH vs DOCU
+104.2%
-104.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.0% |
| 7D | +11.7% | -5.5% | +17.3% | +12.3% |
| 30D | +19.3% | +12.6% | +6.7% | +17.9% |
| 3M | +8.9% | +36.4% | -27.5% | +5.4% |
| 6M | +28.2% | +66.8% | -38.6% | +21.3% |
| YTD | +18.4% | +13.5% | +4.9% | +15.9% |
| 1Y | +20.6% | +11.3% | +9.3% | +18.1% |
| 3Y | -0.6% | +92.1% | -92.7% | -10.6% |
| 5Y | -19.7% | -71.0% | +51.2% | -19.4% |
| All | -0.2% | +104.2% | -104.4% | -22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling