+2,894.9%
DXCM vs ZBH
+49.9%
+2,845.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.6% |
| 7D | -3.2% | -2.8% | -0.4% | -1.7% |
| 30D | +6.3% | -0.1% | +6.4% | +6.3% |
| 3M | +21.1% | +13.4% | +7.7% | +12.8% |
| 6M | +20.6% | +3.0% | +17.6% | +17.8% |
| YTD | +32.4% | +9.7% | +22.8% | +24.7% |
| 1Y | +8.8% | -5.4% | +14.2% | +9.7% |
| 3Y | -13.7% | -15.6% | +1.8% | -10.1% |
| 5Y | -35.2% | -28.1% | -7.1% | -26.6% |
| 10Y | +281.8% | -15.2% | +297.0% | +256.5% |
| All | +2,894.9% | +49.9% | +2,845.0% | +1,581.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling