+89.3%
CSCO vs DXCM
-18.8%
+108.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.0% | +4.0% | -1.5% |
| 7D | -10.2% | -3.5% | -6.7% | -9.9% |
| 30D | -20.1% | -5.8% | -14.3% | -19.7% |
| 3M | -22.4% | -4.3% | -18.0% | -22.2% |
| 6M | +2.8% | +31.6% | -28.8% | -0.1% |
| YTD | +23.6% | +19.6% | +4.0% | +21.1% |
| 1Y | +34.0% | +36.9% | -2.8% | +29.9% |
| 3Y | +89.3% | -16.3% | +105.5% | +87.2% |
| All | +89.3% | -18.8% | +108.0% | +87.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling