+404.2%
DXCM vs Z
-14.9%
+419.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.4% | -3.5% | -5.4% |
| 7D | -3.5% | -4.6% | +1.1% | -2.4% |
| 30D | -5.8% | +8.3% | -14.1% | -7.9% |
| 3M | -4.3% | -11.6% | +7.3% | -2.3% |
| 6M | +31.6% | -33.6% | +65.2% | +43.2% |
| YTD | +19.6% | -56.7% | +76.3% | +42.6% |
| 1Y | +36.9% | -59.1% | +96.0% | +65.1% |
| 3Y | -16.3% | -20.4% | +4.1% | -18.4% |
| 5Y | -50.0% | -55.3% | +5.2% | -46.8% |
| All | +404.2% | -14.9% | +419.1% | +317.5% |
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 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