+2,637.6%
DXCM vs STZ
+498.0%
+2,139.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -9.2% | -0.9% | -8.2% | -8.8% |
| 30D | -6.5% | +14.9% | -21.4% | -11.5% |
| 3M | -10.3% | +8.4% | -18.7% | -13.4% |
| 6M | +35.4% | +2.8% | +32.6% | +33.2% |
| YTD | +21.1% | +7.5% | +13.5% | +15.4% |
| 1Y | +38.2% | +12.5% | +25.7% | +29.2% |
| 3Y | -14.6% | -35.4% | +20.8% | -2.9% |
| 5Y | -49.6% | -29.3% | -20.3% | -45.1% |
| 10Y | +393.1% | +11.8% | +381.3% | +307.1% |
| All | +2,637.6% | +498.0% | +2,139.7% | +680.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling