+174.6%
ZTS vs DXCM
+2,208.6%
-2,034.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.3% |
| 7D | -2.0% | -3.2% | +1.2% | -1.5% |
| 30D | +1.9% | +6.3% | -4.4% | +0.9% |
| 3M | -4.0% | +21.1% | -25.1% | -7.0% |
| 6M | -39.1% | +20.6% | -59.7% | -41.1% |
| YTD | -38.8% | +32.4% | -71.2% | -41.7% |
| 1Y | -49.6% | +8.8% | -58.4% | -50.7% |
| 3Y | -59.0% | -13.7% | -45.2% | -60.4% |
| 5Y | -61.8% | -35.2% | -26.6% | -62.3% |
| 10Y | +61.4% | +281.8% | -220.4% | +21.6% |
| All | +174.6% | +2,208.6% | -2,034.0% | +77.6% |
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