-0.5%
UNH vs ZCMD
-100.0%
+99.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.1% | +4.7% | -2.3% |
| 7D | -4.5% | -5.4% | +0.9% | -4.5% |
| 30D | -6.5% | -24.8% | +18.3% | -6.4% |
| 3M | -6.0% | -62.8% | +56.8% | -5.9% |
| 6M | +33.7% | -99.5% | +133.2% | +40.9% |
| YTD | +16.4% | -99.8% | +116.2% | +24.2% |
| 1Y | +10.1% | -99.9% | +110.0% | +18.9% |
| 3Y | -16.3% | -100.0% | +83.7% | -7.0% |
| All | -0.5% | -100.0% | +99.5% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling