+6.5%
DXCM vs ZYBT
-57.8%
+64.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.8% |
| 7D | -5.8% | -2.5% | -3.3% | -5.8% |
| 30D | -5.6% | -1.2% | -4.4% | -5.6% |
| 3M | +13.0% | +76.7% | -63.6% | +14.1% |
| 6M | +24.7% | +103.6% | -78.9% | +24.9% |
| YTD | +27.3% | +38.3% | -10.9% | +28.3% |
| 1Y | +11.2% | -84.7% | +95.9% | +16.5% |
| All | +6.5% | -57.8% | +64.3% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling