-42.1%
CMCSA vs DXCM
-50.2%
+8.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.0% | +3.7% | -1.6% |
| 7D | +5.0% | -3.5% | +8.5% | +5.4% |
| 30D | +16.5% | -5.8% | +22.3% | +17.2% |
| 3M | -1.6% | -4.3% | +2.8% | -1.2% |
| 6M | -5.0% | +31.6% | -36.6% | -7.8% |
| YTD | -8.3% | +19.6% | -27.9% | -10.2% |
| 1Y | +0.4% | +36.9% | -36.5% | -3.0% |
| 3Y | -31.0% | -16.3% | -14.7% | -33.7% |
| All | -42.1% | -50.2% | +8.1% | -48.1% |
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 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