+88.0%
AMGN vs DXCM
-17.7%
+105.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.5% | -1.5% |
| 7D | +1.1% | -3.2% | +4.3% | +1.2% |
| 30D | +7.8% | +6.3% | +1.5% | +7.7% |
| 3M | +27.3% | +21.1% | +6.2% | +26.5% |
| 6M | +16.8% | +20.6% | -3.7% | +16.1% |
| YTD | +36.3% | +32.4% | +3.9% | +35.2% |
| 1Y | +60.4% | +8.8% | +51.6% | +59.6% |
| All | +88.0% | -17.7% | +105.7% | +97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling