+1,557.1%
ASML vs DXCM
+402.7%
+1,154.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.7% |
| 7D | +4.9% | +4.9% | 0.0% | +3.8% |
| 30D | -9.3% | -0.2% | -9.1% | -9.5% |
| 3M | -19.0% | -8.9% | -10.1% | -17.7% |
| 6M | -5.2% | +42.3% | -47.5% | -14.1% |
| YTD | +40.6% | +25.6% | +15.1% | +31.1% |
| 1Y | +47.5% | +39.5% | +8.0% | +34.1% |
| 3Y | +133.9% | -15.3% | +149.1% | +123.9% |
| 5Y | +83.8% | -48.4% | +132.2% | +89.3% |
| All | +1,557.1% | +402.7% | +1,154.4% | +1,177.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling