-28.1%
ZBH vs ABCL
-81.2%
+53.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -3.9% |
| 7D | -5.2% | +1.4% | -6.6% | -5.3% |
| 30D | -2.4% | +65.1% | -67.5% | -5.4% |
| 3M | +8.3% | +111.1% | -102.8% | +3.2% |
| 6M | +0.7% | +231.6% | -230.9% | -7.1% |
| YTD | +5.3% | +234.5% | -229.2% | -3.2% |
| 1Y | -9.1% | +174.3% | -183.4% | -15.8% |
| 3Y | -19.7% | +111.5% | -131.2% | -26.5% |
| 5Y | -31.3% | -37.3% | +6.0% | -36.0% |
| All | -28.1% | -81.2% | +53.1% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling