-53.6%
BSX vs ZCMD
-99.9%
+46.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.0% | +8.3% | +5.3% |
| 7D | +8.0% | -13.3% | +21.3% | +7.9% |
| 30D | +8.1% | -49.6% | +57.7% | +7.8% |
| 3M | -6.7% | -54.6% | +48.0% | -6.9% |
| 6M | -19.4% | -99.8% | +80.4% | -15.9% |
| YTD | -51.9% | -99.9% | +47.9% | -49.2% |
| 1Y | -53.6% | -99.9% | +46.3% | -48.3% |
| All | -53.6% | -99.9% | +46.3% | -48.3% |
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 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