-36.3%
DXCM vs Z
-64.8%
+28.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.5% |
| 7D | -3.2% | -3.0% | -0.2% | -2.5% |
| 30D | +6.3% | -4.2% | +10.5% | +7.1% |
| 3M | +21.1% | -3.7% | +24.8% | +21.5% |
| 6M | +20.6% | -24.5% | +45.1% | +28.0% |
| YTD | +32.4% | -49.3% | +81.7% | +54.3% |
| 1Y | +8.8% | -58.7% | +67.5% | +32.8% |
| 3Y | -13.7% | -34.1% | +20.4% | -11.4% |
| All | -36.3% | -64.8% | +28.5% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling