-38.6%
DXCM vs ZS
-42.6%
+4.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.6% | +0.8% | -2.7% |
| 7D | -6.2% | -9.2% | +3.0% | -3.9% |
| 30D | -0.3% | -4.0% | +3.7% | +0.5% |
| 3M | +10.3% | +25.3% | -15.0% | +3.4% |
| 6M | +24.1% | -1.3% | +25.4% | +19.8% |
| YTD | +27.4% | -28.0% | +55.4% | +33.1% |
| 1Y | +8.4% | -42.5% | +50.9% | +19.6% |
| 3Y | -19.0% | +0.7% | -19.7% | -28.5% |
| 5Y | -38.6% | -42.3% | +3.7% | -40.5% |
| All | -38.6% | -42.6% | +4.0% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling