+65.7%
NBIX vs ZCMD
-100.0%
+165.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.1% | +6.8% | -0.2% |
| 7D | +0.4% | -5.4% | +5.8% | +0.4% |
| 30D | -0.2% | -24.8% | +24.6% | -0.2% |
| 3M | -4.0% | -62.8% | +58.8% | -3.7% |
| 6M | +20.6% | -99.5% | +120.1% | +22.3% |
| YTD | +10.1% | -99.8% | +109.9% | +12.2% |
| 1Y | +8.8% | -99.9% | +108.7% | +11.5% |
| 3Y | +42.5% | -100.0% | +142.5% | +51.2% |
| 5Y | +61.5% | -100.0% | +161.5% | +71.2% |
| All | +65.7% | -100.0% | +165.7% | +89.1% |
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