+44.6%
DXCM vs Z
-54.2%
+98.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +9.4% | -2.8% | +4.7% |
| 7D | +12.5% | +10.2% | +2.4% | +10.3% |
| 30D | +1.8% | +23.7% | -21.9% | -2.7% |
| 3M | +1.8% | -6.6% | +8.3% | +2.6% |
| 6M | +47.4% | -23.0% | +70.4% | +52.8% |
| YTD | +33.3% | -50.3% | +83.6% | +47.4% |
| 1Y | +44.6% | -53.6% | +98.2% | +62.5% |
| All | +44.6% | -54.2% | +98.8% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling