+2,660.6%
AVGO vs DXCM
+402.7%
+2,257.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.4% | -7.1% | -5.2% |
| 7D | +18.2% | +4.9% | +13.2% | +17.0% |
| 30D | +0.2% | -0.2% | +0.4% | +0.1% |
| 3M | -16.8% | -8.9% | -7.9% | -15.5% |
| 6M | -16.5% | +42.3% | -58.7% | -23.2% |
| YTD | +0.8% | +25.6% | -24.7% | -5.3% |
| 1Y | +2.8% | +39.5% | -36.7% | -5.4% |
| 3Y | +278.5% | -15.3% | +293.8% | +264.2% |
| 5Y | +573.1% | -48.4% | +621.5% | +592.0% |
| All | +2,660.6% | +402.7% | +2,257.9% | +2,000.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling