-55.4%
BSX vs ZCMD
-99.9%
+44.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.8% | +5.6% | +1.8% |
| 7D | +2.0% | -8.0% | +10.1% | +2.0% |
| 30D | +0.1% | -27.9% | +28.0% | +0.1% |
| 3M | -2.1% | -74.6% | +72.4% | -1.7% |
| 6M | -33.8% | -99.5% | +65.6% | -30.8% |
| YTD | -49.9% | -99.7% | +49.9% | -46.9% |
| 1Y | -55.4% | -99.9% | +44.4% | -52.5% |
| All | -55.4% | -99.9% | +44.4% | -52.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling