+2,739.2%
DXCM vs ZBRA
+607.4%
+2,131.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.4% | +1.6% |
| 7D | +4.9% | +0.6% | +4.3% | +4.7% |
| 30D | -0.2% | -14.0% | +13.9% | +5.6% |
| 3M | -8.9% | -14.7% | +5.7% | -3.6% |
| 6M | +42.3% | +31.3% | +11.0% | +23.1% |
| YTD | +25.6% | +33.4% | -7.9% | +5.8% |
| 1Y | +39.5% | +34.1% | +5.4% | +17.2% |
| 3Y | -15.3% | +59.9% | -75.2% | -38.2% |
| 5Y | -48.4% | -45.3% | -3.2% | -42.3% |
| 10Y | +411.4% | +384.4% | +26.9% | +94.7% |
| All | +2,739.2% | +607.4% | +2,131.8% | +432.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling