+2,894.9%
DXCM vs STZ
+427.6%
+2,467.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | -3.2% | -1.9% | -1.3% | -2.5% |
| 30D | +6.3% | -1.9% | +8.2% | +7.0% |
| 3M | +21.1% | -6.2% | +27.3% | +23.7% |
| 6M | +20.6% | -14.0% | +34.6% | +27.0% |
| YTD | +32.4% | -5.1% | +37.6% | +32.9% |
| 1Y | +8.8% | -9.6% | +18.4% | +11.0% |
| 3Y | -13.7% | -47.2% | +33.5% | +6.6% |
| 5Y | -35.2% | -33.6% | -1.6% | -27.6% |
| 10Y | +281.8% | -9.8% | +291.6% | +245.0% |
| All | +2,894.9% | +427.6% | +2,467.3% | +798.5% |
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 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