-16.4%
IDXX vs ZCMD
-99.9%
+83.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +4.9% | +1.1% |
| 7D | -3.5% | -8.0% | +4.5% | -3.5% |
| 30D | -8.4% | -27.9% | +19.5% | -8.5% |
| 3M | -5.2% | -74.6% | +69.4% | -4.9% |
| 6M | -17.5% | -99.5% | +82.0% | -15.8% |
| YTD | -20.9% | -99.7% | +78.9% | -17.4% |
| 1Y | -16.4% | -99.9% | +83.5% | -10.2% |
| All | -16.4% | -99.9% | +83.5% | -10.2% |
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 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