+58.8%
ZTS vs DXCM
+253.0%
-194.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.2% |
| 7D | -3.8% | -6.5% | +2.7% | -2.7% |
| 30D | -2.0% | -4.3% | +2.3% | -1.3% |
| 3M | -10.2% | +7.3% | -17.5% | -11.3% |
| 6M | -39.4% | +22.0% | -61.4% | -41.5% |
| YTD | -40.8% | +26.4% | -67.2% | -43.2% |
| 1Y | -50.1% | +7.0% | -57.1% | -51.1% |
| 3Y | -58.9% | -19.6% | -39.3% | -59.9% |
| 5Y | -62.4% | -39.3% | -23.1% | -62.6% |
| 10Y | +58.8% | +260.9% | -202.1% | +29.1% |
| All | +58.8% | +253.0% | -194.2% | +29.1% |
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