+97.0%
ISRG vs ZCMD
-100.0%
+197.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -0.8% |
| 7D | -1.6% | -8.0% | +6.4% | -1.5% |
| 30D | -2.3% | -27.9% | +25.6% | -2.1% |
| 3M | -12.4% | -74.6% | +62.1% | -12.4% |
| 6M | -26.8% | -99.5% | +72.6% | -24.6% |
| YTD | -35.3% | -99.7% | +64.5% | -32.7% |
| 1Y | -19.3% | -99.9% | +80.6% | -15.5% |
| 3Y | +18.1% | -100.0% | +118.1% | +28.0% |
| 5Y | +2.6% | -100.0% | +102.6% | +11.9% |
| All | +97.0% | -100.0% | +197.0% | +120.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling