+108.0%
AMGN vs DXCM
-38.1%
+146.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.8% | -6.2% | -9.9% |
| 7D | -10.3% | -6.2% | -4.0% | -10.0% |
| 30D | -3.8% | -0.3% | -3.5% | -3.7% |
| 3M | +14.4% | +10.3% | +4.1% | +13.7% |
| 6M | +7.8% | +24.1% | -16.3% | +6.5% |
| YTD | +22.6% | +27.4% | -4.8% | +20.9% |
| 1Y | +44.2% | +8.4% | +35.8% | +43.1% |
| 3Y | +65.8% | -19.0% | +84.8% | +64.9% |
| 5Y | +108.0% | -38.6% | +146.6% | +102.9% |
| All | +108.0% | -38.1% | +146.0% | +102.9% |
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 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