+1,587.5%
AMAT vs DXCM
+279.8%
+1,307.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.3% | +4.8% |
| 7D | -1.5% | -3.2% | +1.7% | -0.8% |
| 30D | -14.8% | +6.3% | -21.1% | -16.0% |
| 3M | -9.3% | +21.1% | -30.4% | -13.9% |
| 6M | +27.4% | +20.6% | +6.8% | +20.5% |
| YTD | +77.6% | +32.4% | +45.1% | +64.4% |
| 1Y | +188.9% | +8.8% | +180.1% | +177.9% |
| 3Y | +202.3% | -13.7% | +216.0% | +187.5% |
| 5Y | +248.9% | -35.2% | +284.1% | +243.1% |
| All | +1,587.5% | +279.8% | +1,307.7% | +1,262.0% |
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