+12.7%
BSX vs ZCMD
-100.0%
+112.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.1% | 0.0% |
| 7D | -7.0% | -4.1% | -2.9% | -7.0% |
| 30D | -10.9% | -22.7% | +11.8% | -10.9% |
| 3M | -8.2% | -62.5% | +54.3% | -8.4% |
| 6M | -37.5% | -99.5% | +62.0% | -35.8% |
| YTD | -52.8% | -99.7% | +46.9% | -51.3% |
| 1Y | -58.4% | -99.9% | +41.5% | -56.9% |
| 3Y | -16.5% | -100.0% | +83.4% | -11.0% |
| 5Y | -1.0% | -100.0% | +99.0% | +5.7% |
| All | +12.7% | -100.0% | +112.7% | +30.2% |
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