+21.5%
VZ vs DXCM
-46.6%
+68.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | 0.0% |
| 7D | +5.6% | +5.7% | 0.0% | +5.5% |
| 30D | +1.9% | +1.3% | +0.6% | +1.8% |
| 3M | +0.8% | +2.2% | -1.4% | +0.7% |
| 6M | +0.6% | +42.0% | -41.4% | -0.2% |
| YTD | +20.8% | +27.3% | -6.5% | +19.9% |
| 1Y | +23.9% | +42.5% | -18.5% | +22.7% |
| 3Y | +55.7% | -13.3% | +69.0% | +53.6% |
| 5Y | +21.5% | -46.8% | +68.4% | +14.6% |
| All | +21.5% | -46.6% | +68.2% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling