+263.3%
DXCM vs ZBRA
+425.5%
-162.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -5.8% | -3.8% | -2.0% | -4.6% |
| 30D | -5.6% | -10.2% | +4.6% | -2.2% |
| 3M | +13.0% | +58.7% | -45.7% | -5.4% |
| 6M | +24.7% | +61.9% | -37.2% | +2.7% |
| YTD | +27.3% | +41.7% | -14.3% | +8.6% |
| 1Y | +11.2% | +12.4% | -1.2% | +2.4% |
| 3Y | -19.0% | +34.2% | -53.2% | -33.6% |
| 5Y | -38.5% | -40.8% | +2.3% | -33.1% |
| All | +263.3% | +425.5% | -162.2% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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