-18.3%
DXCM vs STZ
-35.6%
+17.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -9.2% | -0.9% | -8.2% | -9.0% |
| 30D | -6.5% | +14.9% | -21.4% | -8.9% |
| 3M | -10.3% | +8.4% | -18.7% | -11.7% |
| 6M | +35.4% | +2.8% | +32.6% | +34.4% |
| YTD | +21.1% | +7.5% | +13.5% | +17.7% |
| 1Y | +38.2% | +12.5% | +25.7% | +33.3% |
| All | -18.3% | -35.6% | +17.3% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling