+15.8%
BABA vs DXCM
+421.6%
-405.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.1% | -5.8% | -4.1% |
| 7D | +3.8% | -4.4% | +8.2% | +4.5% |
| 30D | -5.4% | -3.6% | -1.8% | -4.9% |
| 3M | -17.9% | -4.3% | -13.6% | -17.5% |
| 6M | -24.1% | +33.8% | -57.8% | -28.5% |
| YTD | -27.4% | +22.1% | -49.6% | -30.7% |
| 1Y | -36.1% | +47.4% | -83.5% | -41.0% |
| 3Y | +35.4% | -12.3% | +47.6% | +29.2% |
| 5Y | -30.1% | -49.1% | +19.0% | -29.2% |
| 10Y | +15.8% | +423.1% | -407.3% | -16.8% |
| All | +15.8% | +421.6% | -405.8% | -16.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling