+16.0%
BABA vs DXCM
+412.4%
-396.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -3.6% | -9.2% | +5.6% | -2.0% |
| 30D | -8.4% | -6.5% | -1.9% | -7.4% |
| 3M | -20.6% | -10.3% | -10.3% | -19.2% |
| 6M | -25.4% | +35.4% | -60.8% | -29.9% |
| YTD | -30.1% | +21.1% | -51.2% | -33.1% |
| 1Y | -36.3% | +38.2% | -74.5% | -40.5% |
| 3Y | +30.4% | -14.6% | +44.9% | +25.1% |
| 5Y | -35.7% | -49.6% | +13.8% | -34.8% |
| 10Y | +16.0% | +393.1% | -377.1% | -17.3% |
| All | +16.0% | +412.4% | -396.4% | -17.3% |
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 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