+1,075.4%
AMGN vs DXCM
+2,560.6%
-1,485.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -2.2% | -9.2% | +7.0% | -1.2% |
| 30D | +12.1% | -6.5% | +18.6% | +12.8% |
| 3M | +13.6% | -10.3% | +23.9% | +14.9% |
| 6M | +43.9% | +35.4% | +8.5% | +38.9% |
| YTD | +45.9% | +21.1% | +24.9% | +42.3% |
| 1Y | +42.1% | +38.2% | +3.9% | +36.7% |
| 3Y | +91.6% | -14.6% | +106.2% | +87.5% |
| 5Y | +158.5% | -49.6% | +208.1% | +161.9% |
| 10Y | +323.2% | +393.1% | -69.9% | +214.7% |
| All | +1,075.4% | +2,560.6% | -1,485.2% | +531.4% |
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