+387.4%
DXCM vs ZS
+608.8%
-221.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.9% |
| 7D | -3.7% | -13.4% | +9.7% | -0.2% |
| 30D | -5.0% | -16.6% | +11.6% | -1.3% |
| 3M | -8.8% | +10.3% | -19.1% | -12.6% |
| 6M | +31.9% | +28.1% | +3.7% | +18.4% |
| YTD | +20.4% | -13.3% | +33.8% | +17.8% |
| 1Y | +45.7% | -40.7% | +86.5% | +57.4% |
| 3Y | -15.0% | +11.4% | -26.4% | -26.2% |
| 5Y | -48.5% | -42.2% | -6.3% | -50.6% |
| All | +387.4% | +608.8% | -221.4% | +172.1% |
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