+207.6%
DXCM vs ZM
+55.9%
+151.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.3% | -5.3% | -2.8% |
| 7D | -3.2% | +2.9% | -6.2% | -3.9% |
| 30D | +6.3% | +0.7% | +5.7% | +5.9% |
| 3M | +21.1% | -3.7% | +24.8% | +21.7% |
| 6M | +20.6% | +29.9% | -9.3% | +12.2% |
| YTD | +32.4% | +17.4% | +15.0% | +25.4% |
| 1Y | +8.8% | +22.4% | -13.6% | +1.7% |
| 3Y | -13.7% | +41.3% | -55.0% | -23.3% |
| 5Y | -35.2% | -66.0% | +30.8% | -27.2% |
| All | +207.6% | +55.9% | +151.7% | +148.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling