+3.3%
AVGO vs DXCM
+40.2%
-36.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +5.4% |
| 7D | +25.0% | -3.6% | +28.6% | +25.2% |
| 30D | +2.0% | -4.3% | +6.3% | +2.4% |
| 3M | -12.3% | -10.4% | -1.9% | -11.4% |
| 6M | -12.8% | +33.1% | -45.9% | -16.2% |
| YTD | +5.9% | +22.6% | -16.8% | +1.0% |
| 1Y | +3.3% | +36.5% | -33.2% | -3.8% |
| All | +3.3% | +40.2% | -36.8% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling