-20.9%
IDXX vs ZCMD
-99.9%
+79.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.5% | +7.4% | +1.0% |
| 7D | -4.8% | -11.5% | +6.7% | -4.8% |
| 30D | -7.5% | -24.7% | +17.2% | -7.5% |
| 3M | -9.1% | -61.4% | +52.2% | -9.2% |
| 6M | -11.2% | -99.6% | +88.4% | -9.7% |
| YTD | -24.7% | -99.8% | +75.1% | -22.1% |
| All | -20.9% | -99.9% | +79.0% | -16.6% |
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