+18.2%
DXCM vs ZCMD
-100.0%
+118.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -0.7% |
| 7D | -6.5% | -4.1% | -2.3% | -6.5% |
| 30D | -4.3% | -22.7% | +18.4% | -4.5% |
| 3M | +7.3% | -62.5% | +69.8% | +7.8% |
| 6M | +22.0% | -99.5% | +121.5% | +21.4% |
| YTD | +26.4% | -99.7% | +126.1% | +25.9% |
| 1Y | +7.0% | -99.9% | +106.9% | +6.6% |
| 3Y | -19.6% | -100.0% | +80.4% | -14.2% |
| 5Y | -39.3% | -100.0% | +60.7% | -35.0% |
| All | +18.2% | -100.0% | +118.2% | +30.0% |
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