-13.4%
CMCSA vs DXCM
+6.5%
-19.9%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | -0.2% |
| 7D | +0.1% | -6.2% | +6.3% | +0.8% |
| 30D | +3.8% | -0.3% | +4.1% | +3.9% |
| 3M | +12.3% | +10.3% | +2.0% | +11.0% |
| 6M | -15.4% | +24.1% | -39.5% | -17.1% |
| YTD | -2.5% | +27.4% | -29.9% | -4.5% |
| 1Y | -13.4% | +8.4% | -21.7% | -16.1% |
| All | -13.4% | +6.5% | -19.9% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling