+17.4%
ISRG vs ZCMD
-100.0%
+117.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.5% |
| 7D | -5.2% | -1.4% | -3.8% | -5.2% |
| 30D | -7.6% | -21.6% | +14.0% | -7.6% |
| 3M | -16.4% | -67.4% | +51.0% | -16.2% |
| 6M | -28.6% | -99.4% | +70.9% | -27.9% |
| YTD | -38.2% | -99.7% | +61.6% | -37.4% |
| 1Y | -25.5% | -99.9% | +74.4% | -24.6% |
| 3Y | +17.4% | -100.0% | +117.4% | +23.2% |
| All | +17.4% | -100.0% | +117.4% | +23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling