+23.9%
BMY vs ZCMD
-100.0%
+123.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -1.0% |
| 7D | -6.4% | -2.0% | -4.3% | -6.4% |
| 30D | +0.2% | -19.8% | +20.0% | +0.2% |
| 3M | +16.0% | -62.1% | +78.0% | +16.4% |
| 6M | +8.3% | -99.5% | +107.8% | +9.9% |
| YTD | +22.2% | -99.7% | +121.9% | +24.1% |
| 1Y | +41.7% | -99.9% | +141.6% | +44.4% |
| 3Y | +20.7% | -100.0% | +120.7% | +23.3% |
| 5Y | +23.9% | -100.0% | +123.9% | +24.2% |
| All | +23.9% | -100.0% | +123.9% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling