+1,219.0%
ADP vs ZBH
+314.6%
+904.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.4% |
| 7D | +0.3% | -2.1% | +2.4% | +0.9% |
| 30D | +11.6% | +13.6% | -1.9% | +6.8% |
| 3M | +15.1% | +7.1% | +8.0% | +12.1% |
| 6M | +46.0% | +26.1% | +20.0% | +34.9% |
| YTD | +22.4% | +17.2% | +5.2% | +14.8% |
| 1Y | +24.5% | +17.4% | +7.1% | +16.6% |
| 3Y | +44.8% | +2.0% | +42.8% | +38.9% |
| 5Y | +49.1% | -15.0% | +64.0% | +50.1% |
| 10Y | +320.9% | +19.4% | +301.5% | +266.8% |
| All | +1,219.0% | +314.6% | +904.4% | +688.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling