-35.3%
BABA vs DXCM
+44.8%
-80.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.6% | -1.7% | +3.5% |
| 7D | +4.3% | +12.5% | -8.3% | +1.9% |
| 30D | -5.0% | +1.8% | -6.8% | -5.5% |
| 3M | -18.4% | +1.8% | -20.1% | -19.0% |
| 6M | -20.3% | +47.4% | -67.6% | -25.5% |
| YTD | -27.5% | +33.3% | -60.8% | -30.0% |
| 1Y | -35.3% | +44.6% | -79.9% | -38.2% |
| All | -35.3% | +44.8% | -80.2% | -38.2% |
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