+189.6%
ZTS vs DXCM
+1,985.6%
-1,796.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.0% | +2.7% | -2.4% |
| 7D | -0.4% | -3.5% | +3.1% | +0.3% |
| 30D | +11.7% | -5.8% | +17.5% | +12.8% |
| 3M | +3.5% | -4.3% | +7.8% | +4.2% |
| 6M | -27.6% | +31.6% | -59.2% | -30.8% |
| YTD | -35.5% | +19.6% | -55.1% | -37.5% |
| 1Y | -32.1% | +36.9% | -69.0% | -35.6% |
| 3Y | -49.1% | -16.3% | -32.8% | -50.3% |
| 5Y | -61.0% | -50.0% | -11.0% | -60.0% |
| 10Y | +74.4% | +413.2% | -338.8% | +27.3% |
| All | +189.6% | +1,985.6% | -1,796.0% | +90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling