+164.9%
ASML vs DXCM
-13.8%
+178.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.2% | +4.5% |
| 7D | +1.1% | -3.2% | +4.3% | +1.6% |
| 30D | +2.2% | +6.3% | -4.2% | +1.2% |
| 3M | -2.3% | +21.1% | -23.4% | -5.5% |
| 6M | +23.0% | +20.6% | +2.4% | +18.8% |
| YTD | +61.1% | +32.4% | +28.6% | +53.2% |
| 1Y | +129.1% | +8.8% | +120.3% | +123.9% |
| All | +164.9% | -13.8% | +178.7% | +160.5% |
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 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