+89.7%
ISRG vs ZCMD
-100.0%
+189.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | +0.9% |
| 7D | -5.0% | -4.1% | -0.9% | -5.0% |
| 30D | -10.2% | -22.7% | +12.5% | -10.1% |
| 3M | -17.2% | -62.5% | +45.3% | -17.4% |
| 6M | -28.4% | -99.5% | +71.0% | -26.2% |
| YTD | -37.6% | -99.7% | +62.1% | -35.2% |
| 1Y | -24.4% | -99.9% | +75.4% | -20.8% |
| 3Y | +18.4% | -100.0% | +118.4% | +28.3% |
| 5Y | -1.0% | -100.0% | +99.0% | +7.8% |
| All | +89.7% | -100.0% | +189.7% | +112.8% |
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