+394.4%
DXCM vs ZS
+623.8%
-229.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.9% |
| 7D | -4.4% | -11.1% | +6.7% | -1.6% |
| 30D | -3.6% | -14.8% | +11.2% | -0.3% |
| 3M | -4.3% | +18.0% | -22.3% | -9.9% |
| 6M | +33.8% | +30.8% | +2.9% | +19.5% |
| YTD | +22.1% | -11.5% | +33.7% | +18.9% |
| 1Y | +47.4% | -37.8% | +85.2% | +57.1% |
| 3Y | -12.3% | +16.6% | -28.9% | -24.7% |
| 5Y | -49.1% | -43.6% | -5.5% | -50.9% |
| All | +394.4% | +623.8% | -229.4% | +174.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling