+332.9%
AVGO vs DXCM
-17.7%
+350.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.5% |
| 7D | -3.0% | -3.2% | +0.3% | -2.5% |
| 30D | -14.4% | +6.3% | -20.8% | -15.1% |
| 3M | -14.4% | +21.1% | -35.5% | -16.9% |
| 6M | +13.1% | +20.6% | -7.4% | +9.7% |
| YTD | +3.8% | +32.4% | -28.6% | -0.9% |
| 1Y | +17.8% | +8.8% | +8.9% | +15.5% |
| All | +332.9% | -17.7% | +350.6% | +326.1% |
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