+271.9%
CMCSA vs DXCM
+2,560.6%
-2,288.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | +0.7% | -9.2% | +9.9% | +2.0% |
| 30D | +21.0% | -6.5% | +27.5% | +22.0% |
| 3M | -0.9% | -10.3% | +9.3% | +0.4% |
| 6M | +2.9% | +35.4% | -32.5% | -1.6% |
| YTD | -5.9% | +21.1% | -27.0% | -8.9% |
| 1Y | +2.5% | +38.2% | -35.8% | -2.5% |
| 3Y | -28.3% | -14.6% | -13.7% | -30.4% |
| 5Y | -40.8% | -49.6% | +8.8% | -39.8% |
| 10Y | +5.4% | +393.1% | -387.7% | -28.2% |
| All | +271.9% | +2,560.6% | -2,288.7% | +46.1% |
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 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