+71.6%
VZ vs DXCM
+412.4%
-340.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | +0.9% | -9.2% | +10.1% | +1.2% |
| 30D | +8.9% | -6.5% | +15.4% | +9.1% |
| 3M | +0.1% | -10.3% | +10.4% | +0.4% |
| 6M | +1.9% | +35.4% | -33.5% | +1.1% |
| YTD | +22.0% | +21.1% | +1.0% | +21.3% |
| 1Y | +22.1% | +38.2% | -16.1% | +20.9% |
| 3Y | +58.7% | -14.6% | +73.2% | +57.4% |
| 5Y | +22.3% | -49.6% | +71.9% | +22.2% |
| 10Y | +71.6% | +393.1% | -321.5% | +69.0% |
| All | +71.6% | +412.4% | -340.8% | +69.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling