-12.2%
VEEV vs ZCMD
-100.0%
+87.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.1% | +7.6% | +0.5% |
| 7D | -4.6% | -5.4% | +0.8% | -4.6% |
| 30D | +8.6% | -24.8% | +33.4% | +8.4% |
| 3M | +62.4% | -62.8% | +125.2% | +63.6% |
| 6M | +40.3% | -99.5% | +139.8% | +40.9% |
| YTD | +17.5% | -99.8% | +117.3% | +18.9% |
| 1Y | -6.1% | -99.9% | +93.8% | -4.5% |
| 3Y | +16.7% | -100.0% | +116.7% | +23.0% |
| All | -12.2% | -100.0% | +87.8% | -6.8% |
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