+270.9%
ZBH vs DVA
+2,526.9%
-2,256.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | 0.0% |
| 7D | -4.9% | +2.0% | -6.9% | -5.4% |
| 30D | -3.2% | -0.4% | -2.9% | -3.2% |
| 3M | +5.8% | -7.7% | +13.5% | +7.2% |
| 6M | +2.0% | +20.0% | -18.0% | -5.1% |
| YTD | +5.8% | +61.1% | -55.3% | -10.5% |
| 1Y | -7.9% | +33.9% | -41.8% | -17.9% |
| 3Y | -19.4% | +91.5% | -110.9% | -37.4% |
| 5Y | -29.5% | +41.8% | -71.3% | -42.2% |
| 10Y | -15.5% | +187.5% | -203.1% | -47.5% |
| All | +270.9% | +2,526.9% | -2,256.1% | +38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling