+13.2%
DXCM vs ZCMD
-100.0%
+113.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.5% |
| 7D | -9.2% | +1.4% | -10.5% | -9.2% |
| 30D | -6.5% | -29.9% | +23.4% | -6.7% |
| 3M | -10.3% | -54.9% | +44.6% | -10.7% |
| 6M | +35.4% | -99.7% | +135.1% | +34.2% |
| YTD | +21.1% | -99.9% | +120.9% | +20.2% |
| 1Y | +38.2% | -99.9% | +138.1% | +37.3% |
| 3Y | -14.6% | -100.0% | +85.4% | -9.8% |
| 5Y | -49.6% | -100.0% | +50.4% | -45.9% |
| All | +13.2% | -100.0% | +113.2% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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