-39.3%
DXCM vs ZM
-67.1%
+27.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -6.5% | +0.3% | -6.8% | -6.6% |
| 30D | -4.3% | -10.3% | +6.0% | -1.1% |
| 3M | +7.3% | -0.7% | +7.9% | +7.1% |
| 6M | +22.0% | +24.8% | -2.8% | +11.1% |
| YTD | +26.4% | +11.5% | +14.9% | +18.4% |
| 1Y | +7.0% | +12.3% | -5.3% | -0.6% |
| 3Y | -19.6% | +33.5% | -53.1% | -31.9% |
| 5Y | -39.3% | -67.5% | +28.2% | -19.9% |
| All | -39.3% | -67.1% | +27.8% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling