+25,809.4%
AVGO vs DXCM
+4,523.6%
+21,285.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.0% | +6.7% | +2.0% |
| 7D | -9.9% | -3.5% | -6.4% | -9.3% |
| 30D | -22.0% | -5.8% | -16.2% | -21.2% |
| 3M | -30.0% | -4.3% | -25.7% | -29.7% |
| 6M | -30.7% | +31.6% | -62.3% | -35.5% |
| YTD | -14.7% | +19.6% | -34.3% | -19.2% |
| 1Y | -16.8% | +36.9% | -53.7% | -23.4% |
| 3Y | +244.4% | -16.3% | +260.7% | +232.1% |
| 5Y | +474.0% | -50.0% | +524.0% | +497.2% |
| 10Y | +2,122.6% | +413.2% | +1,709.4% | +1,251.2% |
| All | +25,809.4% | +4,523.6% | +21,285.8% | +7,439.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling