+261.4%
ABBV vs ZCMD
-100.0%
+361.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -3.0% |
| 7D | -4.3% | -1.4% | -2.9% | -4.3% |
| 30D | +1.1% | -21.6% | +22.7% | +1.0% |
| 3M | +12.3% | -67.4% | +79.7% | +13.1% |
| 6M | +9.8% | -99.4% | +109.2% | +10.8% |
| YTD | +11.5% | -99.7% | +111.2% | +12.6% |
| 1Y | +22.3% | -99.9% | +122.2% | +23.7% |
| 3Y | +85.2% | -100.0% | +185.2% | +87.9% |
| 5Y | +170.8% | -100.0% | +270.8% | +174.3% |
| All | +261.4% | -100.0% | +361.4% | +262.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ZCMD 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling