-0.2%
AZN vs DXCM
+8.9%
-9.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.4% |
| 7D | -1.6% | -5.5% | +4.0% | -1.5% |
| 30D | +1.1% | -8.6% | +9.6% | +1.1% |
| 3M | -12.1% | +10.3% | -22.5% | -12.6% |
| 6M | -17.1% | +25.2% | -42.4% | -18.2% |
| YTD | -12.0% | +25.1% | -37.1% | -13.1% |
| 1Y | -0.2% | +9.2% | -9.5% | -1.1% |
| All | -0.2% | +8.9% | -9.1% | -1.1% |
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 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