+396.4%
DXCM vs ZS
+602.6%
-206.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -3.6% | -5.2% | +1.6% | -2.3% |
| 30D | -4.3% | -15.5% | +11.2% | -0.8% |
| 3M | -10.4% | +9.0% | -19.3% | -13.8% |
| 6M | +33.1% | +32.2% | +0.9% | +18.5% |
| YTD | +22.6% | -14.1% | +36.7% | +20.2% |
| 1Y | +36.5% | -39.1% | +75.6% | +46.3% |
| 3Y | -13.5% | +10.4% | -23.8% | -24.7% |
| 5Y | -49.6% | -44.6% | -5.0% | -51.2% |
| All | +396.4% | +602.6% | -206.3% | +177.7% |
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