+23.8%
DXCM vs ZCMD
-100.0%
+123.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.7% | -2.0% |
| 7D | -3.2% | -8.0% | +4.8% | -3.3% |
| 30D | +6.3% | -27.9% | +34.2% | +6.1% |
| 3M | +21.1% | -74.6% | +95.7% | +21.5% |
| 6M | +20.6% | -99.5% | +120.0% | +19.9% |
| YTD | +32.4% | -99.7% | +132.2% | +31.9% |
| 1Y | +8.8% | -99.9% | +108.7% | +8.5% |
| 3Y | -13.7% | -100.0% | +86.3% | -7.9% |
| 5Y | -35.2% | -100.0% | +64.8% | -30.5% |
| All | +23.8% | -100.0% | +123.8% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling