+2,673.1%
DXCM vs ZBH
+60.2%
+2,612.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +2.8% |
| 7D | -3.6% | -2.1% | -1.5% | -2.5% |
| 30D | -4.3% | +13.6% | -17.9% | -11.0% |
| 3M | -10.4% | +7.1% | -17.5% | -14.1% |
| 6M | +33.1% | +26.1% | +7.0% | +16.5% |
| YTD | +22.6% | +17.2% | +5.4% | +10.8% |
| 1Y | +36.5% | +17.4% | +19.2% | +23.0% |
| 3Y | -13.5% | +2.0% | -15.5% | -19.2% |
| 5Y | -49.6% | -15.0% | -34.7% | -47.8% |
| 10Y | +399.5% | +19.4% | +380.1% | +281.6% |
| All | +2,673.1% | +60.2% | +2,612.9% | +1,394.0% |
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