+117.9%
ASML vs DXCM
-13.6%
+131.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.5% | -4.8% | -8.7% |
| 7D | -19.0% | +5.7% | -24.7% | -19.7% |
| 30D | -25.9% | +1.3% | -27.2% | -26.1% |
| 3M | -19.1% | +2.2% | -21.2% | -19.5% |
| 6M | -5.7% | +42.0% | -47.7% | -12.0% |
| YTD | +27.6% | +27.3% | +0.3% | +21.6% |
| 1Y | +30.8% | +42.5% | -11.7% | +22.3% |
| All | +117.9% | -13.6% | +131.5% | +97.4% |
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 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