+28.2%
BABA vs DXCM
+728.9%
-700.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.7% |
| 7D | -4.8% | -3.2% | -1.5% | -4.2% |
| 30D | -11.9% | +6.3% | -18.2% | -13.0% |
| 3M | -9.3% | +21.1% | -30.4% | -12.8% |
| 6M | -14.2% | +20.6% | -34.8% | -17.9% |
| YTD | -22.0% | +32.4% | -54.5% | -26.7% |
| 1Y | -12.7% | +8.8% | -21.6% | -15.3% |
| 3Y | +26.7% | -13.7% | +40.4% | +20.8% |
| 5Y | -29.3% | -35.2% | +5.8% | -31.0% |
| 10Y | +21.2% | +281.8% | -260.6% | -19.3% |
| All | +28.2% | +728.9% | -700.7% | -35.5% |
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 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