+77.0%
ZTS vs DXCM
+421.6%
-344.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +3.3% |
| 7D | -1.0% | -4.4% | +3.3% | -0.2% |
| 30D | +10.8% | -3.6% | +14.4% | +11.5% |
| 3M | +14.1% | -4.3% | +18.4% | +15.0% |
| 6M | +0.8% | +33.8% | -33.0% | -4.1% |
| YTD | -33.1% | +22.1% | -55.2% | -35.5% |
| 1Y | -30.0% | +47.4% | -77.4% | -34.6% |
| 3Y | -49.5% | -12.3% | -37.3% | -51.3% |
| 5Y | -60.2% | -49.1% | -11.1% | -59.3% |
| 10Y | +77.0% | +423.1% | -346.1% | +36.3% |
| All | +77.0% | +421.6% | -344.6% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 10y: compounded portfolio wealth divided by compounded DXCM 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…
10y analysis · Full analysis span regression · 6 months rolling