+291.3%
ANET vs DXCM
-19.0%
+310.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | -1.3% | -5.8% | +4.5% | -0.2% |
| 30D | -4.5% | -5.6% | +1.1% | -3.5% |
| 3M | +24.5% | +13.0% | +11.5% | +21.1% |
| 6M | +35.4% | +24.7% | +10.7% | +28.5% |
| YTD | +44.2% | +27.3% | +16.9% | +36.3% |
| 1Y | +25.4% | +11.2% | +14.2% | +21.1% |
| All | +291.3% | -19.0% | +310.3% | +260.6% |
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 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