+411.5%
DXCM vs ZS
+504.0%
-92.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.3% | -1.4% |
| 7D | -6.5% | -3.8% | -2.6% | -5.6% |
| 30D | -4.3% | -6.0% | +1.7% | -3.1% |
| 3M | +7.3% | +32.0% | -24.7% | -0.7% |
| 6M | +22.0% | +2.1% | +19.9% | +16.7% |
| YTD | +26.4% | -26.2% | +52.5% | +30.6% |
| 1Y | +7.0% | -41.2% | +48.1% | +16.5% |
| 3Y | -19.6% | +3.3% | -22.9% | -28.2% |
| 5Y | -39.3% | -40.7% | +1.4% | -41.4% |
| All | +411.5% | +504.0% | -92.5% | +201.7% |
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