+34.5%
BABA vs DXCM
-13.6%
+48.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.2% | +3.1% |
| 7D | +8.6% | +5.7% | +2.9% | +7.9% |
| 30D | -1.1% | +1.3% | -2.4% | -1.3% |
| 3M | -15.9% | +2.2% | -18.1% | -16.2% |
| 6M | -17.5% | +42.0% | -59.5% | -20.2% |
| YTD | -25.6% | +27.3% | -52.9% | -27.3% |
| 1Y | -33.8% | +42.5% | -76.3% | -35.9% |
| All | +34.5% | -13.6% | +48.2% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling