+2,780.1%
DXCM vs AZO
+3,397.2%
-617.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.8% | -3.4% |
| 7D | -6.2% | -0.5% | -5.7% | -6.0% |
| 30D | -0.3% | -5.6% | +5.4% | +2.1% |
| 3M | +10.3% | -4.0% | +14.3% | +11.9% |
| 6M | +24.1% | -18.9% | +43.1% | +34.6% |
| YTD | +27.4% | -13.0% | +40.3% | +33.4% |
| 1Y | +8.4% | -30.4% | +38.8% | +24.2% |
| 3Y | -19.0% | +12.7% | -31.7% | -28.2% |
| 5Y | -38.6% | +89.6% | -128.2% | -58.3% |
| 10Y | +252.9% | +304.7% | -51.7% | +50.3% |
| All | +2,780.1% | +3,397.2% | -617.1% | +265.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling