+69.8%
TEVA vs ZCMD
-99.9%
+169.7%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | +0.7% | -12.9% | +13.6% | +0.6% |
| 30D | +6.8% | -45.2% | +52.0% | +6.1% |
| 3M | +20.3% | -59.4% | +79.7% | +19.4% |
| 6M | +16.5% | -99.8% | +116.3% | +19.6% |
| YTD | +33.9% | -99.9% | +133.7% | +38.2% |
| 1Y | +69.8% | -99.9% | +169.7% | +88.4% |
| All | +69.8% | -99.9% | +169.7% | +88.4% |
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