+46.8%
QCOM vs ZCMD
-100.0%
+146.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.8% | +3.8% | +5.5% |
| 7D | +0.4% | -4.4% | +4.8% | +0.4% |
| 30D | -6.6% | -43.0% | +36.4% | -5.9% |
| 3M | +3.7% | -54.9% | +58.6% | +4.7% |
| 6M | -13.3% | -99.8% | +86.4% | -14.2% |
| YTD | -1.8% | -99.9% | +98.1% | -2.6% |
| 1Y | -2.5% | -99.9% | +97.4% | -3.3% |
| All | +46.8% | -100.0% | +146.8% | +44.2% |
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