-28.7%
ZBH vs DVA
+46.8%
-75.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -4.7% | -1.3% | -3.3% | -4.4% |
| 30D | -4.5% | 0.0% | -4.5% | -4.5% |
| 3M | +7.6% | -10.9% | +18.5% | +9.1% |
| 6M | +0.3% | +17.3% | -17.0% | -4.1% |
| YTD | +4.5% | +59.8% | -55.3% | -6.9% |
| 1Y | -9.4% | +36.3% | -45.6% | -16.5% |
| 3Y | -21.5% | +88.6% | -110.1% | -34.0% |
| All | -28.7% | +46.8% | -75.5% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling