+404.2%
DXCM vs STZ
+3.4%
+400.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.8% | -4.2% | -5.4% |
| 7D | -3.5% | +4.9% | -8.4% | -4.8% |
| 30D | -5.8% | +20.9% | -26.7% | -11.0% |
| 3M | -4.3% | +8.0% | -12.3% | -6.7% |
| 6M | +31.6% | -5.3% | +36.9% | +33.2% |
| YTD | +19.6% | +5.9% | +13.7% | +15.9% |
| 1Y | +36.9% | +14.2% | +22.7% | +29.5% |
| 3Y | -16.3% | -37.0% | +20.7% | -6.6% |
| 5Y | -50.0% | -29.7% | -20.3% | -46.2% |
| All | +404.2% | +3.4% | +400.8% | +361.0% |
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