+323.2%
AMGN vs DXCM
+412.4%
-89.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -2.2% | -9.2% | +7.0% | -1.4% |
| 30D | +12.1% | -6.5% | +18.6% | +12.7% |
| 3M | +13.6% | -10.3% | +23.9% | +14.7% |
| 6M | +43.9% | +35.4% | +8.5% | +39.9% |
| YTD | +45.9% | +21.1% | +24.9% | +43.0% |
| 1Y | +42.1% | +38.2% | +3.9% | +37.7% |
| 3Y | +91.6% | -14.6% | +106.2% | +88.1% |
| 5Y | +158.5% | -49.6% | +208.1% | +162.8% |
| 10Y | +323.2% | +393.1% | -69.9% | +255.3% |
| All | +323.2% | +412.4% | -89.2% | +255.3% |
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