+9.2%
DXCM vs ZYBT
-79.2%
+88.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.8% | -1.8% |
| 7D | -5.5% | -3.7% | -1.8% | -5.5% |
| 30D | -8.6% | 0.0% | -8.6% | -8.6% |
| 3M | +10.3% | +72.2% | -61.9% | +11.7% |
| 6M | +25.2% | +103.1% | -77.9% | +26.6% |
| YTD | +25.1% | +34.8% | -9.7% | +26.7% |
| 1Y | +9.2% | -83.2% | +92.4% | +11.8% |
| All | +9.2% | -79.2% | +88.5% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling