+14.7%
ADP vs ZBH
-19.5%
+34.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.9% | +0.4% | -2.7% |
| 7D | -5.5% | -5.2% | -0.3% | -4.4% |
| 30D | -1.2% | -2.4% | +1.2% | -0.7% |
| 3M | +17.9% | +8.3% | +9.6% | +16.2% |
| 6M | +20.3% | +0.7% | +19.7% | +19.9% |
| YTD | +5.8% | +5.3% | +0.5% | +4.4% |
| 1Y | -7.7% | -9.1% | +1.4% | -6.6% |
| 3Y | +14.7% | -19.7% | +34.4% | +17.4% |
| All | +14.7% | -19.5% | +34.2% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 3y: compounded portfolio wealth divided by compounded ZBH 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…
3y analysis · Full analysis span regression · 6 months rolling