+89.8%
ABBV vs ZCMD
-100.0%
+189.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.6% |
| 7D | -2.0% | -2.0% | 0.0% | -2.0% |
| 30D | +2.0% | -19.8% | +21.8% | +1.9% |
| 3M | +14.2% | -62.1% | +76.2% | +15.1% |
| 6M | +14.1% | -99.5% | +113.6% | +15.4% |
| YTD | +14.2% | -99.7% | +114.0% | +15.7% |
| 1Y | +24.2% | -99.9% | +124.1% | +26.2% |
| All | +89.8% | -100.0% | +189.8% | +94.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling