-31.3%
BABA vs DXCM
-35.5%
+4.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.7% |
| 7D | -4.8% | -3.2% | -1.5% | -4.1% |
| 30D | -11.9% | +6.3% | -18.2% | -13.1% |
| 3M | -9.3% | +21.1% | -30.4% | -13.1% |
| 6M | -14.2% | +20.6% | -34.8% | -18.1% |
| YTD | -22.0% | +32.4% | -54.5% | -27.0% |
| 1Y | -12.7% | +8.8% | -21.6% | -15.3% |
| 3Y | +26.7% | -13.7% | +40.4% | +18.6% |
| All | -31.3% | -35.5% | +4.2% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling