+564.1%
AMZN vs DXCM
+253.0%
+311.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | -1.0% | -6.5% | +5.5% | +0.2% |
| 30D | -9.2% | -4.3% | -4.9% | -8.5% |
| 3M | +3.4% | +7.3% | -3.9% | +1.9% |
| 6M | +18.2% | +22.0% | -3.8% | +13.5% |
| YTD | +9.3% | +26.4% | -17.0% | +4.1% |
| 1Y | +5.9% | +7.0% | -1.0% | +3.3% |
| 3Y | +82.6% | -19.6% | +102.2% | +77.5% |
| 5Y | +44.9% | -39.3% | +84.2% | +43.6% |
| 10Y | +564.1% | +260.9% | +303.2% | +417.3% |
| All | +564.1% | +253.0% | +311.1% | +417.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling