+36.3%
BABA vs DXCM
-18.8%
+55.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.0% | +7.3% | +1.9% |
| 7D | +11.6% | -3.5% | +15.1% | +12.0% |
| 30D | +2.3% | -5.8% | +8.1% | +2.8% |
| 3M | -13.7% | -4.3% | -9.3% | -13.4% |
| 6M | -21.9% | +31.6% | -53.5% | -23.9% |
| YTD | -24.6% | +19.6% | -44.3% | -25.9% |
| 1Y | -34.1% | +36.9% | -71.0% | -35.9% |
| 3Y | +36.3% | -16.3% | +52.5% | +36.1% |
| All | +36.3% | -18.8% | +55.0% | +36.1% |
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