+117.1%
AMAT vs DXCM
-46.6%
+163.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.5% | -9.0% | -12.5% |
| 7D | -24.3% | +5.7% | -30.0% | -25.3% |
| 30D | -39.8% | +1.3% | -41.1% | -40.1% |
| 3M | -40.2% | +2.2% | -42.4% | -40.7% |
| 6M | -22.1% | +42.0% | -64.1% | -30.1% |
| YTD | +24.7% | +27.3% | -2.6% | +15.3% |
| 1Y | +33.3% | +42.5% | -9.2% | +19.6% |
| 3Y | +133.9% | -13.3% | +147.2% | +117.9% |
| 5Y | +117.1% | -46.8% | +163.9% | +113.6% |
| All | +117.1% | -46.6% | +163.7% | +113.6% |
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