+91.5%
CSCO vs DXCM
-48.7%
+140.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.4% | -8.6% | -6.5% |
| 7D | +1.9% | +4.9% | -3.0% | +1.4% |
| 30D | -15.8% | -0.2% | -15.7% | -15.9% |
| 3M | -15.4% | -8.9% | -6.5% | -14.7% |
| 6M | -5.4% | +42.3% | -47.7% | -9.9% |
| YTD | +26.5% | +25.6% | +0.9% | +22.2% |
| 1Y | +25.9% | +39.5% | -13.6% | +20.1% |
| 3Y | +97.5% | -15.3% | +112.8% | +90.7% |
| All | +91.5% | -48.7% | +140.2% | +89.1% |
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