+373.3%
DXCM vs ZBH
+19.2%
+354.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +2.6% |
| 7D | -3.6% | -2.1% | -1.5% | -2.7% |
| 30D | -4.3% | +13.6% | -17.9% | -10.0% |
| 3M | -10.4% | +7.1% | -17.5% | -13.5% |
| 6M | +33.1% | +26.1% | +7.0% | +18.9% |
| YTD | +22.6% | +17.2% | +5.4% | +12.6% |
| 1Y | +36.5% | +17.4% | +19.2% | +25.1% |
| 3Y | -13.5% | +2.0% | -15.5% | -18.2% |
| 5Y | -49.6% | -15.0% | -34.7% | -48.0% |
| All | +373.3% | +19.2% | +354.0% | +229.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 10y: compounded portfolio wealth divided by compounded ZBH 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…
10y analysis · Full analysis span regression · 6 months rolling