+45.8%
AMZN vs DXCM
-38.1%
+83.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | +0.2% |
| 7D | +0.8% | -6.2% | +7.0% | +2.1% |
| 30D | -6.4% | -0.3% | -6.1% | -6.4% |
| 3M | +4.8% | +10.3% | -5.5% | +2.6% |
| 6M | +20.5% | +24.1% | -3.6% | +15.0% |
| YTD | +11.3% | +27.4% | -16.0% | +5.6% |
| 1Y | +9.0% | +8.4% | +0.6% | +5.9% |
| 3Y | +85.9% | -19.0% | +104.9% | +78.1% |
| 5Y | +45.8% | -38.6% | +84.4% | +36.6% |
| All | +45.8% | -38.1% | +83.8% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling