-15.0%
DXCM vs ZBH
+5.6%
-20.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | -3.7% | +10.6% | -14.2% | -7.0% |
| 30D | -5.0% | +20.4% | -25.4% | -10.9% |
| 3M | -8.8% | +10.0% | -18.9% | -12.0% |
| 6M | +31.9% | +31.0% | +0.8% | +20.5% |
| YTD | +20.4% | +20.3% | +0.1% | +12.4% |
| 1Y | +45.7% | +22.2% | +23.5% | +35.3% |
| 3Y | -15.0% | +4.7% | -19.8% | -19.7% |
| All | -15.0% | +5.6% | -20.6% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling