+25.2%
VZ vs DXCM
+44.8%
-19.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.6% | -4.6% | +1.6% |
| 7D | +6.9% | +12.5% | -5.6% | +6.2% |
| 30D | +2.3% | +1.8% | +0.4% | +2.1% |
| 3M | 0.0% | +1.8% | -1.8% | -0.2% |
| 6M | +0.2% | +47.4% | -47.1% | -0.2% |
| YTD | +20.9% | +33.3% | -12.4% | +17.9% |
| 1Y | +25.2% | +44.6% | -19.4% | +21.3% |
| All | +25.2% | +44.8% | -19.6% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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