+2,300.3%
AVGO vs DXCM
+421.6%
+1,878.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.1% | +6.7% | +8.4% |
| 7D | -0.9% | -4.4% | +3.5% | 0.0% |
| 30D | -11.6% | -3.6% | -8.0% | -11.1% |
| 3M | -25.2% | -4.3% | -20.8% | -24.8% |
| 6M | -25.4% | +33.8% | -59.2% | -30.6% |
| YTD | -7.2% | +22.1% | -29.3% | -12.3% |
| 1Y | -7.9% | +47.4% | -55.3% | -16.3% |
| 3Y | +262.1% | -12.3% | +274.4% | +245.5% |
| 5Y | +525.7% | -49.1% | +574.8% | +544.8% |
| 10Y | +2,300.3% | +423.1% | +1,877.2% | +1,720.8% |
| All | +2,300.3% | +421.6% | +1,878.7% | +1,720.8% |
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