+997.9%
AMGN vs DXCM
+2,810.6%
-1,812.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.5% | -1.3% |
| 7D | +1.1% | -3.2% | +4.3% | +1.5% |
| 30D | +7.8% | +6.3% | +1.5% | +7.1% |
| 3M | +27.3% | +21.1% | +6.2% | +24.4% |
| 6M | +16.8% | +20.6% | -3.7% | +14.1% |
| YTD | +36.3% | +32.4% | +3.9% | +31.8% |
| 1Y | +60.4% | +8.8% | +51.6% | +57.6% |
| 3Y | +86.3% | -13.7% | +100.1% | +81.7% |
| 5Y | +125.7% | -35.2% | +160.8% | +122.1% |
| 10Y | +247.0% | +281.8% | -34.8% | +165.3% |
| All | +997.9% | +2,810.6% | -1,812.7% | +484.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling