+5,512.5%
ANET vs DXCM
+816.7%
+4,695.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.9% |
| 7D | +3.7% | -6.5% | +10.1% | +5.2% |
| 30D | +0.7% | -4.3% | +5.0% | +1.7% |
| 3M | +26.8% | +7.3% | +19.5% | +24.1% |
| 6M | +40.7% | +22.0% | +18.6% | +33.2% |
| YTD | +47.2% | +26.4% | +20.9% | +38.2% |
| 1Y | +36.0% | +7.0% | +29.0% | +31.4% |
| 3Y | +292.8% | -19.6% | +312.4% | +283.6% |
| 5Y | +761.9% | -39.3% | +801.2% | +763.0% |
| 10Y | +3,770.2% | +260.9% | +3,509.3% | +2,507.8% |
| All | +5,512.5% | +816.7% | +4,695.8% | +2,923.4% |
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