+66.8%
UNH vs ZCMD
-100.0%
+166.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -6.0% | -2.0% |
| 7D | -1.7% | -4.1% | +2.5% | -1.6% |
| 30D | -3.8% | -22.7% | +18.9% | -3.7% |
| 3M | -4.3% | -62.5% | +58.2% | -4.3% |
| 6M | +38.6% | -99.5% | +138.1% | +45.8% |
| YTD | +20.7% | -99.7% | +120.4% | +28.6% |
| 1Y | +16.0% | -99.9% | +115.9% | +25.2% |
| 3Y | -13.5% | -100.0% | +86.5% | -4.4% |
| 5Y | +3.5% | -100.0% | +103.5% | +14.5% |
| All | +66.8% | -100.0% | +166.8% | +94.2% |
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 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