+11,976.6%
ASML vs DXCM
+2,810.6%
+9,166.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.2% | +4.6% |
| 7D | +1.1% | -3.2% | +4.3% | +1.7% |
| 30D | +2.2% | +6.3% | -4.2% | +0.9% |
| 3M | -2.3% | +21.1% | -23.4% | -6.4% |
| 6M | +23.0% | +20.6% | +2.4% | +17.6% |
| YTD | +61.1% | +32.4% | +28.6% | +51.1% |
| 1Y | +129.1% | +8.8% | +120.3% | +121.9% |
| 3Y | +165.4% | -13.7% | +179.1% | +155.9% |
| 5Y | +109.5% | -35.2% | +144.6% | +109.5% |
| 10Y | +1,645.7% | +281.8% | +1,363.9% | +1,116.5% |
| All | +11,976.6% | +2,810.6% | +9,166.0% | +4,616.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling