-19.0%
DXCM vs ZCMD
-100.0%
+81.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.4% | -3.8% |
| 7D | -6.2% | -1.4% | -4.8% | -6.2% |
| 30D | -0.3% | -21.6% | +21.3% | -0.6% |
| 3M | +10.3% | -67.4% | +77.7% | +11.3% |
| 6M | +24.1% | -99.4% | +123.6% | +16.8% |
| YTD | +27.4% | -99.7% | +127.1% | +18.0% |
| 1Y | +8.4% | -99.9% | +108.3% | -1.5% |
| 3Y | -19.0% | -100.0% | +81.0% | -25.0% |
| All | -19.0% | -100.0% | +81.0% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling