+743.8%
AZN vs DXCM
+2,810.6%
-2,066.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.8% | -1.1% |
| 7D | 0.0% | -3.2% | +3.2% | +0.3% |
| 30D | +0.7% | +6.3% | -5.6% | +0.1% |
| 3M | -10.5% | +21.1% | -31.6% | -12.4% |
| 6M | -19.3% | +20.6% | -39.8% | -21.1% |
| YTD | -10.6% | +32.4% | -43.0% | -13.5% |
| 1Y | +0.5% | +8.8% | -8.3% | -1.2% |
| 3Y | +25.9% | -13.7% | +39.6% | +23.0% |
| 5Y | +52.4% | -35.2% | +87.6% | +50.4% |
| 10Y | +220.8% | +281.8% | -61.0% | +151.7% |
| All | +743.8% | +2,810.6% | -2,066.8% | +374.8% |
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 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