-0.6%
ZBH vs ABCL
+156.0%
-156.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.7% | -7.9% | -1.5% |
| 7D | +11.7% | -3.2% | +14.9% | +11.8% |
| 30D | +19.3% | -7.4% | +26.7% | +19.6% |
| 3M | +8.9% | +81.9% | -73.0% | +4.9% |
| 6M | +28.2% | +135.7% | -107.6% | +20.7% |
| YTD | +18.4% | +247.4% | -229.0% | +7.9% |
| 1Y | +20.6% | +162.3% | -141.7% | +11.8% |
| 3Y | -0.6% | +165.5% | -166.1% | -11.4% |
| All | -0.6% | +156.0% | -156.6% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling