+7.7%
BSX vs ZCMD
-100.0%
+107.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.1% | +6.8% | -0.3% |
| 7D | -10.1% | -5.4% | -4.7% | -10.1% |
| 30D | -16.4% | -24.8% | +8.4% | -16.4% |
| 3M | -8.9% | -62.8% | +53.9% | -9.2% |
| 6M | -38.3% | -99.5% | +61.3% | -36.6% |
| YTD | -54.9% | -99.8% | +44.8% | -53.5% |
| 1Y | -58.8% | -99.9% | +41.1% | -57.3% |
| 3Y | -21.2% | -100.0% | +78.8% | -16.0% |
| 5Y | -3.3% | -100.0% | +96.7% | +3.2% |
| All | +7.7% | -100.0% | +107.7% | +24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling