+75.5%
ASML vs DXCM
-50.2%
+125.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -6.0% | +11.0% | +6.5% |
| 7D | -9.0% | -3.5% | -5.5% | -8.4% |
| 30D | -21.0% | -5.8% | -15.2% | -20.1% |
| 3M | -16.3% | -4.3% | -11.9% | -15.9% |
| 6M | -7.5% | +31.6% | -39.1% | -16.0% |
| YTD | +34.0% | +19.6% | +14.3% | +25.0% |
| 1Y | +39.3% | +36.9% | +2.4% | +25.0% |
| 3Y | +128.9% | -16.3% | +145.1% | +113.0% |
| All | +75.5% | -50.2% | +125.6% | +92.9% |
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