+11.7%
BABA vs DXCM
+402.7%
-391.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.4% |
| 7D | -13.8% | +4.9% | -18.7% | -14.6% |
| 30D | -15.1% | -0.2% | -14.9% | -15.2% |
| 3M | -22.7% | -8.9% | -13.8% | -21.6% |
| 6M | -34.7% | +42.3% | -77.0% | -39.2% |
| YTD | -35.0% | +25.6% | -60.6% | -38.3% |
| 1Y | -40.4% | +39.5% | -79.9% | -44.4% |
| 3Y | +21.9% | -15.3% | +37.2% | +17.3% |
| 5Y | -39.9% | -48.4% | +8.6% | -39.3% |
| All | +11.7% | +402.7% | -391.0% | -21.2% |
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 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