+641.7%
AMZN vs DXCM
+402.7%
+238.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.7% |
| 7D | +2.8% | +4.9% | -2.1% | +1.9% |
| 30D | +5.0% | -0.2% | +5.1% | +4.9% |
| 3M | +0.6% | -8.9% | +9.5% | +2.1% |
| 6M | -1.3% | +42.3% | -43.6% | -8.0% |
| YTD | +15.5% | +25.6% | -10.0% | +9.9% |
| 1Y | +12.2% | +39.5% | -27.3% | +4.6% |
| 3Y | +87.0% | -15.3% | +102.3% | +80.1% |
| 5Y | +51.3% | -48.4% | +99.7% | +54.3% |
| All | +641.7% | +402.7% | +238.9% | +447.3% |
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