+10.9%
NBIX vs ZCMD
-99.9%
+110.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | -1.7% |
| 7D | +1.0% | -8.0% | +9.0% | +1.0% |
| 30D | -3.6% | -27.9% | +24.3% | -3.9% |
| 3M | -7.0% | -74.6% | +67.6% | -6.3% |
| 6M | +16.6% | -99.5% | +116.1% | +15.2% |
| YTD | +9.7% | -99.7% | +109.5% | +8.5% |
| 1Y | +10.9% | -99.9% | +110.7% | +11.4% |
| All | +10.9% | -99.9% | +110.7% | +11.4% |
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 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