+179.7%
DXCM vs ZM
+39.9%
+139.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -3.7% | -1.0% | -2.7% | -3.4% |
| 30D | -5.0% | -7.0% | +2.0% | -3.5% |
| 3M | -8.8% | -15.2% | +6.4% | -5.7% |
| 6M | +31.9% | -16.8% | +48.6% | +36.4% |
| YTD | +20.4% | +5.4% | +15.1% | +16.6% |
| 1Y | +45.7% | +9.3% | +36.4% | +39.6% |
| 3Y | -15.0% | +46.5% | -61.5% | -25.4% |
| 5Y | -48.5% | -63.8% | +15.3% | -42.3% |
| All | +179.7% | +39.9% | +139.8% | +131.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling