-58.7%
ZTS vs DXCM
-48.7%
-10.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.3% | +0.6% |
| 7D | +5.6% | +4.9% | +0.6% | +4.7% |
| 30D | +12.1% | -0.2% | +12.3% | +12.2% |
| 3M | +11.3% | -8.9% | +20.2% | +13.0% |
| 6M | +14.3% | +42.3% | -28.0% | +7.8% |
| YTD | -31.9% | +25.6% | -57.4% | -34.6% |
| 1Y | -29.3% | +39.5% | -68.8% | -33.2% |
| 3Y | -48.0% | -15.3% | -32.8% | -50.0% |
| All | -58.7% | -48.7% | -10.0% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling