+6.5%
DXCM vs ZYBT
-58.1%
+64.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -2.0% | -3.8% |
| 7D | -6.2% | -4.2% | -2.0% | -6.2% |
| 30D | -0.3% | -16.4% | +16.1% | -0.3% |
| 3M | +10.3% | +82.9% | -72.5% | +11.3% |
| 6M | +24.1% | +110.7% | -86.5% | +24.2% |
| YTD | +27.4% | +37.4% | -10.0% | +28.4% |
| 1Y | +8.4% | -80.6% | +89.0% | +12.8% |
| All | +6.5% | -58.1% | +64.6% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling