+22.3%
BABA vs DXCM
+696.4%
-674.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.2% | +3.5% |
| 7D | +8.6% | +5.7% | +2.9% | +7.4% |
| 30D | -1.1% | +1.3% | -2.4% | -1.4% |
| 3M | -15.9% | +2.2% | -18.1% | -16.4% |
| 6M | -17.5% | +42.0% | -59.5% | -23.5% |
| YTD | -25.6% | +27.3% | -52.9% | -29.6% |
| 1Y | -33.8% | +42.5% | -76.3% | -38.8% |
| 3Y | +34.6% | -13.3% | +48.0% | +28.8% |
| 5Y | -27.7% | -46.8% | +19.2% | -26.6% |
| 10Y | +17.7% | +445.8% | -428.1% | -28.4% |
| All | +22.3% | +696.4% | -674.1% | -38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling