+180.1%
TEVA vs ZCMD
-100.0%
+280.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.1% | +9.1% | +2.0% |
| 7D | +2.0% | -5.4% | +7.4% | +2.0% |
| 30D | +1.0% | -24.8% | +25.7% | +1.0% |
| 3M | +7.3% | -62.8% | +70.1% | +6.7% |
| 6M | +21.7% | -99.5% | +121.3% | +27.2% |
| YTD | +18.8% | -99.8% | +118.6% | +25.5% |
| 1Y | +86.5% | -99.9% | +186.4% | +100.0% |
| 3Y | +269.4% | -100.0% | +369.4% | +317.8% |
| 5Y | +303.6% | -100.0% | +403.6% | +359.0% |
| All | +180.1% | -100.0% | +280.1% | +292.3% |
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