+393.1%
DXCM vs STZ
+12.8%
+380.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -9.2% | -0.9% | -8.2% | -8.9% |
| 30D | -6.5% | +14.9% | -21.4% | -10.3% |
| 3M | -10.3% | +8.4% | -18.7% | -12.6% |
| 6M | +35.4% | +2.8% | +32.6% | +33.9% |
| YTD | +21.1% | +7.5% | +13.5% | +16.7% |
| 1Y | +38.2% | +12.5% | +25.7% | +31.3% |
| 3Y | -14.6% | -35.4% | +20.8% | -5.4% |
| 5Y | -49.6% | -29.3% | -20.3% | -45.8% |
| 10Y | +393.1% | +11.8% | +381.3% | +329.5% |
| All | +393.1% | +12.8% | +380.3% | +329.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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