+244.4%
AVGO vs DXCM
-18.8%
+263.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.0% | +6.7% | +1.5% |
| 7D | -9.9% | -3.5% | -6.4% | -9.5% |
| 30D | -22.0% | -5.8% | -16.2% | -21.4% |
| 3M | -30.0% | -4.3% | -25.7% | -29.8% |
| 6M | -30.7% | +31.6% | -62.3% | -34.0% |
| YTD | -14.7% | +19.6% | -34.3% | -17.7% |
| 1Y | -16.8% | +36.9% | -53.7% | -21.3% |
| 3Y | +244.4% | -16.3% | +260.7% | +232.3% |
| All | +244.4% | -18.8% | +263.2% | +232.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling