+46.1%
ASML vs DXCM
+44.8%
+1.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.6% | -10.2% | -3.8% |
| 7D | -10.0% | +12.5% | -22.6% | -10.6% |
| 30D | -19.4% | +1.8% | -21.3% | -19.4% |
| 3M | -12.5% | +1.8% | -14.2% | -12.5% |
| 6M | +8.2% | +47.4% | -39.1% | +0.8% |
| YTD | +40.7% | +33.3% | +7.4% | +37.8% |
| 1Y | +46.1% | +44.6% | +1.5% | +41.9% |
| All | +46.1% | +44.8% | +1.3% | +41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling