+20.2%
VZ vs DXCM
-50.2%
+70.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.0% | +5.0% | -0.8% |
| 7D | +2.1% | -3.5% | +5.6% | +2.2% |
| 30D | +1.4% | -5.8% | +7.2% | +1.5% |
| 3M | -1.3% | -4.3% | +3.1% | -1.2% |
| 6M | -0.5% | +31.6% | -32.1% | -1.2% |
| YTD | +19.6% | +19.6% | 0.0% | +19.0% |
| 1Y | +22.4% | +36.9% | -14.5% | +21.3% |
| 3Y | +55.9% | -16.3% | +72.2% | +53.8% |
| All | +20.2% | -50.2% | +70.4% | +13.6% |
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