+257.0%
DXCM vs AZO
+296.8%
-39.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -5.5% | -3.6% | -2.0% | -4.6% |
| 30D | -8.6% | -5.6% | -3.0% | -7.2% |
| 3M | +10.3% | -6.6% | +17.0% | +12.2% |
| 6M | +25.2% | -22.5% | +47.7% | +33.5% |
| YTD | +25.1% | -15.2% | +40.3% | +29.9% |
| 1Y | +9.2% | -33.9% | +43.2% | +21.0% |
| 3Y | -22.6% | +11.8% | -34.4% | -28.7% |
| 5Y | -39.5% | +85.5% | -125.1% | -53.0% |
| All | +257.0% | +296.8% | -39.9% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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