+126.7%
AMGN vs ZCMD
-100.0%
+226.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -0.5% |
| 7D | -11.6% | -4.1% | -7.5% | -11.7% |
| 30D | -5.7% | -22.7% | +17.1% | -5.7% |
| 3M | +14.2% | -62.5% | +76.7% | +14.6% |
| 6M | +5.2% | -99.5% | +104.6% | +5.9% |
| YTD | +22.0% | -99.7% | +121.7% | +22.9% |
| 1Y | +43.6% | -99.9% | +143.5% | +45.0% |
| 3Y | +65.0% | -100.0% | +165.0% | +69.4% |
| 5Y | +112.0% | -100.0% | +212.0% | +117.7% |
| All | +126.7% | -100.0% | +226.7% | +152.5% |
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