+107.5%
ALNY vs ZCMD
-100.0%
+207.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -4.1% |
| 7D | -6.4% | -2.0% | -4.4% | -6.4% |
| 30D | +11.9% | -19.8% | +31.7% | +12.0% |
| 3M | -15.0% | -62.1% | +47.1% | -15.7% |
| 6M | -23.2% | -99.5% | +76.3% | -19.1% |
| YTD | -37.8% | -99.7% | +62.0% | -33.3% |
| 1Y | -47.3% | -99.9% | +52.6% | -42.5% |
| 3Y | +22.9% | -100.0% | +122.9% | +44.9% |
| 5Y | +30.6% | -100.0% | +130.6% | +55.1% |
| All | +107.5% | -100.0% | +207.5% | +157.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling