-36.3%
BABA vs DXCM
+42.7%
-79.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -3.6% | -9.2% | +5.6% | -1.7% |
| 30D | -8.4% | -6.5% | -1.9% | -7.3% |
| 3M | -20.6% | -10.3% | -10.3% | -19.1% |
| 6M | -25.4% | +35.4% | -60.8% | -30.5% |
| YTD | -30.1% | +21.1% | -51.2% | -32.4% |
| 1Y | -36.3% | +38.2% | -74.5% | -44.5% |
| All | -36.3% | +42.7% | -79.0% | -44.5% |
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