+1,644.6%
ASML vs DXCM
+279.8%
+1,364.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.2% | +4.6% |
| 7D | +1.1% | -3.2% | +4.3% | +1.8% |
| 30D | +2.2% | +6.3% | -4.2% | +0.7% |
| 3M | -2.3% | +21.1% | -23.4% | -7.2% |
| 6M | +23.0% | +20.6% | +2.4% | +16.6% |
| YTD | +61.1% | +32.4% | +28.6% | +49.3% |
| 1Y | +129.1% | +8.8% | +120.3% | +120.6% |
| 3Y | +165.4% | -13.7% | +179.1% | +153.0% |
| 5Y | +109.5% | -35.2% | +144.6% | +106.7% |
| All | +1,644.6% | +279.8% | +1,364.8% | +1,301.1% |
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