+87.5%
AMZN vs DXCM
-17.7%
+105.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.9% | +0.1% |
| 7D | -3.0% | -3.2% | +0.2% | -2.6% |
| 30D | -5.2% | +6.3% | -11.5% | -5.9% |
| 3M | +1.9% | +21.1% | -19.2% | -0.4% |
| 6M | +19.2% | +20.6% | -1.3% | +16.4% |
| YTD | +12.0% | +32.4% | -20.4% | +8.4% |
| 1Y | +9.7% | +8.8% | +0.8% | +8.1% |
| All | +87.5% | -17.7% | +105.2% | +77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling