+40.3%
SYK vs ZCMD
-100.0%
+140.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -2.0% |
| 7D | -12.3% | -2.0% | -10.3% | -12.3% |
| 30D | -22.4% | -19.8% | -2.6% | -22.5% |
| 3M | -12.3% | -62.1% | +49.7% | -12.4% |
| 6M | -24.3% | -99.5% | +75.2% | -22.2% |
| YTD | -22.8% | -99.7% | +77.0% | -20.3% |
| 1Y | -28.8% | -99.9% | +71.1% | -26.1% |
| 3Y | -4.0% | -100.0% | +96.0% | +2.5% |
| 5Y | +3.8% | -100.0% | +103.8% | +11.1% |
| All | +40.3% | -100.0% | +140.3% | +52.3% |
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