+2,894.9%
DXCM vs ZBRA
+692.0%
+2,202.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.6% |
| 7D | -3.2% | +1.8% | -5.0% | -3.9% |
| 30D | +6.3% | -1.7% | +8.0% | +6.9% |
| 3M | +21.1% | +47.8% | -26.7% | +1.0% |
| 6M | +20.6% | +56.7% | -36.2% | -2.7% |
| YTD | +32.4% | +49.4% | -16.9% | +7.3% |
| 1Y | +8.8% | +16.5% | -7.7% | -3.2% |
| 3Y | -13.7% | +31.5% | -45.2% | -31.0% |
| 5Y | -35.2% | -38.6% | +3.4% | -30.5% |
| 10Y | +281.8% | +421.0% | -139.2% | +42.3% |
| All | +2,894.9% | +692.0% | +2,202.9% | +439.8% |
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 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