+31.6%
DXCM vs STZ
-4.7%
+36.2%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.8% | -4.2% | -5.2% |
| 7D | -3.5% | +4.9% | -8.4% | -5.0% |
| 30D | -5.8% | +20.9% | -26.7% | -12.2% |
| 3M | -4.3% | +8.0% | -12.3% | -6.7% |
| 6M | +31.6% | -5.3% | +36.9% | +41.6% |
| All | +31.6% | -4.7% | +36.2% | +41.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling