+33.8%
BMY vs ZCMD
-100.0%
+133.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.2% |
| 7D | -3.3% | -1.4% | -1.9% | -3.3% |
| 30D | 0.0% | -21.6% | +21.5% | -0.1% |
| 3M | +17.7% | -67.4% | +85.1% | +18.0% |
| 6M | +9.6% | -99.4% | +109.1% | +11.9% |
| YTD | +24.0% | -99.7% | +123.7% | +27.1% |
| 1Y | +45.1% | -99.9% | +145.0% | +49.5% |
| 3Y | +22.5% | -100.0% | +122.5% | +28.2% |
| 5Y | +22.3% | -100.0% | +122.3% | +27.9% |
| All | +33.8% | -100.0% | +133.8% | +45.2% |
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 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