+273.5%
ABBV vs ZCMD
-100.0%
+373.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.1% | +7.9% | +0.8% |
| 7D | +0.3% | -5.4% | +5.7% | +0.2% |
| 30D | +3.4% | -24.8% | +28.1% | +3.2% |
| 3M | +15.2% | -62.8% | +78.0% | +16.0% |
| 6M | +14.7% | -99.5% | +114.2% | +15.7% |
| YTD | +15.2% | -99.8% | +115.0% | +16.3% |
| 1Y | +20.4% | -99.9% | +120.3% | +21.8% |
| 3Y | +91.3% | -100.0% | +191.3% | +94.1% |
| 5Y | +189.6% | -100.0% | +289.6% | +193.1% |
| All | +273.5% | -100.0% | +373.5% | +274.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling