+408.2%
DXCM vs ZS
+599.9%
-191.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | +4.9% | -2.6% | +7.6% | +5.6% |
| 30D | -0.2% | -12.8% | +12.7% | +2.6% |
| 3M | -8.9% | +2.3% | -11.2% | -11.0% |
| 6M | +42.3% | +26.3% | +16.0% | +28.3% |
| YTD | +25.6% | -14.4% | +40.0% | +23.2% |
| 1Y | +39.5% | -37.6% | +77.2% | +48.6% |
| 3Y | -15.3% | +8.0% | -23.3% | -25.8% |
| 5Y | -48.4% | -44.9% | -3.6% | -50.0% |
| All | +408.2% | +599.9% | -191.7% | +184.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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