-21.8%
DXCM vs ZBRA
+33.8%
-55.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.3% |
| 7D | -6.5% | -1.8% | -4.7% | -6.1% |
| 30D | -4.3% | -8.8% | +4.5% | -2.4% |
| 3M | +7.3% | +47.2% | -40.0% | -2.8% |
| 6M | +22.0% | +61.3% | -39.3% | +7.3% |
| YTD | +26.4% | +42.0% | -15.6% | +13.5% |
| 1Y | +7.0% | +10.5% | -3.5% | +2.9% |
| All | -21.8% | +33.8% | -55.6% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling