+0.5%
AZN vs DXCM
+11.0%
-10.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.8% | -1.2% |
| 7D | 0.0% | -3.2% | +3.2% | 0.0% |
| 30D | +0.7% | +6.3% | -5.6% | +0.7% |
| 3M | -10.5% | +21.1% | -31.6% | -11.2% |
| 6M | -19.3% | +20.6% | -39.8% | -20.2% |
| YTD | -10.6% | +32.4% | -43.0% | -11.8% |
| 1Y | +0.5% | +8.8% | -8.3% | 0.0% |
| All | +0.5% | +11.0% | -10.5% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling