+15,119.9%
AMZN vs DXCM
+2,810.6%
+12,309.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.9% | +0.2% |
| 7D | -3.0% | -3.2% | +0.2% | -2.4% |
| 30D | -5.2% | +6.3% | -11.5% | -6.4% |
| 3M | +1.9% | +21.1% | -19.2% | -1.9% |
| 6M | +19.2% | +20.6% | -1.3% | +14.5% |
| YTD | +12.0% | +32.4% | -20.4% | +5.5% |
| 1Y | +9.7% | +8.8% | +0.8% | +6.4% |
| 3Y | +87.2% | -13.7% | +100.9% | +79.6% |
| 5Y | +48.7% | -35.2% | +83.8% | +47.1% |
| 10Y | +569.3% | +281.8% | +287.5% | +333.0% |
| All | +15,119.9% | +2,810.6% | +12,309.3% | +4,577.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling