+15,847.6%
AMZN vs DXCM
+2,546.4%
+13,301.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.8% |
| 7D | +8.0% | -3.7% | +11.7% | +8.8% |
| 30D | +3.2% | -5.0% | +8.2% | +4.1% |
| 3M | -2.6% | -8.8% | +6.2% | -1.1% |
| 6M | -0.7% | +31.9% | -32.5% | -6.3% |
| YTD | +17.4% | +20.4% | -3.1% | +12.3% |
| 1Y | +9.0% | +45.7% | -36.7% | +0.5% |
| 3Y | +88.7% | -15.0% | +103.7% | +82.0% |
| 5Y | +55.6% | -48.5% | +104.1% | +60.9% |
| 10Y | +629.7% | +411.2% | +218.5% | +347.1% |
| All | +15,847.6% | +2,546.4% | +13,301.2% | +4,880.9% |
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