+38.2%
DXCM vs ZCMD
-99.9%
+138.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.6% |
| 7D | -9.2% | +1.4% | -10.5% | -9.2% |
| 30D | -6.5% | -29.9% | +23.4% | -6.9% |
| 3M | -10.3% | -54.9% | +44.6% | -11.0% |
| 6M | +35.4% | -99.7% | +135.1% | +29.0% |
| YTD | +21.1% | -99.9% | +120.9% | +16.4% |
| 1Y | +38.2% | -99.9% | +138.1% | +33.1% |
| All | +38.2% | -99.9% | +138.1% | +33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling