+8.8%
DXCM vs ZM
+21.7%
-12.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.3% | -5.3% | -2.5% |
| 7D | -3.2% | +2.9% | -6.2% | -3.7% |
| 30D | +6.3% | +0.7% | +5.7% | +6.2% |
| 3M | +21.1% | -3.7% | +24.8% | +20.4% |
| 6M | +20.6% | +29.9% | -9.3% | +16.6% |
| YTD | +32.4% | +17.4% | +15.0% | +28.4% |
| 1Y | +8.8% | +22.4% | -13.6% | +4.0% |
| All | +8.8% | +21.7% | -12.9% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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