+7.9%
ZBH vs ADVB
-76.7%
+84.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | -4.5% | +18.0% | +13.5% |
| 7D | +14.3% | -29.5% | +43.8% | +14.4% |
| 30D | +20.3% | -66.9% | +87.2% | +20.8% |
| 3M | +15.3% | -73.7% | +89.0% | +15.8% |
| 6M | +33.9% | -64.8% | +98.7% | +33.9% |
| YTD | +23.5% | -64.0% | +87.5% | +23.7% |
| 1Y | +7.9% | -77.0% | +84.9% | +13.9% |
| All | +7.9% | -76.7% | +84.6% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling