+7.9%
ZBH vs DVA
+62.2%
-54.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +5.8% | +7.7% | +12.7% |
| 7D | +14.3% | +4.7% | +9.5% | +13.6% |
| 30D | +20.3% | +7.8% | +12.5% | +19.3% |
| 3M | +15.3% | -15.5% | +30.8% | +15.7% |
| 6M | +33.9% | +25.0% | +8.9% | +30.0% |
| YTD | +23.5% | +69.6% | -46.1% | +16.1% |
| 1Y | +7.9% | +60.6% | -52.7% | +2.5% |
| All | +7.9% | +62.2% | -54.3% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling