+215.5%
AZN vs DXCM
+266.8%
-51.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +1.0% | +1.7% |
| 7D | -3.1% | -5.8% | +2.7% | -2.6% |
| 30D | +0.6% | -5.6% | +6.2% | +1.1% |
| 3M | -10.8% | +13.0% | -23.8% | -12.0% |
| 6M | -18.1% | +24.7% | -42.8% | -20.1% |
| YTD | -12.3% | +27.3% | -39.6% | -14.6% |
| 1Y | -0.2% | +11.2% | -11.4% | -1.9% |
| 3Y | +23.4% | -19.0% | +42.4% | +21.5% |
| 5Y | +56.4% | -38.5% | +94.8% | +54.8% |
| All | +215.5% | +266.8% | -51.3% | +169.8% |
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