+2,755.4%
AVGO vs DXCM
+256.6%
+2,498.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.8% | +6.8% | +3.7% |
| 7D | -0.3% | -6.2% | +5.9% | +0.9% |
| 30D | -13.8% | -0.3% | -13.6% | -13.9% |
| 3M | -6.9% | +10.3% | -17.2% | -9.3% |
| 6M | +11.9% | +24.1% | -12.2% | +6.1% |
| YTD | +6.9% | +27.4% | -20.5% | +0.6% |
| 1Y | +7.4% | +8.4% | -1.0% | +3.9% |
| 3Y | +345.6% | -19.0% | +364.6% | +332.5% |
| 5Y | +718.9% | -38.6% | +757.5% | +713.9% |
| 10Y | +2,755.4% | +252.9% | +2,502.4% | +2,365.8% |
| All | +2,755.4% | +256.6% | +2,498.7% | +2,365.8% |
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