+24.2%
AZN vs DXCM
-19.6%
+43.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.2% | -1.9% |
| 7D | -2.9% | -6.5% | +3.6% | -2.7% |
| 30D | -3.1% | -4.3% | +1.2% | -2.9% |
| 3M | -14.4% | +7.3% | -21.7% | -14.8% |
| 6M | -19.5% | +22.0% | -41.5% | -20.3% |
| YTD | -13.8% | +26.4% | -40.1% | -14.8% |
| 1Y | -2.4% | +7.0% | -9.4% | -3.0% |
| All | +24.2% | -19.6% | +43.8% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling