+1,425.2%
AMAT vs DXCM
+412.4%
+1,012.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.5% | +5.5% | +5.9% |
| 7D | +7.0% | -9.2% | +16.1% | +9.4% |
| 30D | -20.6% | -6.5% | -14.1% | -19.6% |
| 3M | -24.8% | -10.3% | -14.5% | -23.2% |
| 6M | -10.7% | +35.4% | -46.2% | -18.3% |
| YTD | +54.3% | +21.1% | +33.2% | +45.1% |
| 1Y | +73.7% | +38.2% | +35.5% | +58.4% |
| 3Y | +168.4% | -14.6% | +183.0% | +155.8% |
| 5Y | +167.6% | -49.6% | +217.1% | +176.9% |
| 10Y | +1,425.2% | +393.1% | +1,032.1% | +1,070.5% |
| All | +1,425.2% | +412.4% | +1,012.8% | +1,070.5% |
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