+6.7%
AMZN vs DXCM
+44.8%
-38.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.6% | -0.5% | +4.3% |
| 7D | +4.5% | +12.5% | -8.1% | +1.3% |
| 30D | +5.8% | +1.8% | +4.0% | +5.1% |
| 3M | -4.1% | +1.8% | -5.9% | -4.9% |
| 6M | -2.2% | +47.4% | -49.6% | -9.8% |
| YTD | +15.3% | +33.3% | -18.1% | +8.2% |
| 1Y | +6.7% | +44.6% | -37.9% | -0.4% |
| All | +6.7% | +44.8% | -38.1% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling