+423.1%
DXCM vs Z
-11.7%
+434.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.8% | -1.7% | +1.2% |
| 7D | -4.4% | -5.2% | +0.8% | -3.2% |
| 30D | -3.6% | +5.7% | -9.3% | -5.2% |
| 3M | -4.3% | -8.7% | +4.4% | -3.0% |
| 6M | +33.8% | -26.0% | +59.7% | +41.9% |
| YTD | +22.1% | -55.0% | +77.2% | +44.3% |
| 1Y | +47.4% | -58.0% | +105.4% | +76.7% |
| 3Y | -12.3% | -15.2% | +2.9% | -15.8% |
| 5Y | -49.1% | -53.8% | +4.7% | -46.3% |
| 10Y | +423.1% | -14.5% | +437.6% | +333.0% |
| All | +423.1% | -11.7% | +434.8% | +333.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling