-16.0%
IDXX vs ZCMD
-99.5%
+83.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.0% | +6.7% | -0.4% |
| 7D | -5.7% | -5.4% | -0.3% | -5.8% |
| 30D | -11.5% | -24.8% | +13.2% | -11.6% |
| 3M | -9.5% | -62.8% | +53.2% | -9.5% |
| 6M | -16.0% | -99.5% | +83.6% | -18.4% |
| All | -16.0% | -99.5% | +83.6% | -18.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling