+67.7%
ASML vs DXCM
-46.6%
+114.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.5% | -4.8% | -8.2% |
| 7D | -19.0% | +5.7% | -24.7% | -20.3% |
| 30D | -25.9% | +1.3% | -27.2% | -26.4% |
| 3M | -19.1% | +2.2% | -21.2% | -19.9% |
| 6M | -5.7% | +42.0% | -47.7% | -15.9% |
| YTD | +27.6% | +27.3% | +0.3% | +17.3% |
| 1Y | +30.8% | +42.5% | -11.7% | +16.4% |
| 3Y | +116.2% | -13.3% | +129.6% | +100.6% |
| 5Y | +67.7% | -46.8% | +114.5% | +74.6% |
| All | +67.7% | -46.6% | +114.3% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling