+767.2%
CSCO vs DXCM
+2,584.4%
-1,817.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +3.0% | +4.8% |
| 7D | -2.9% | -4.4% | +1.4% | -2.3% |
| 30D | -16.7% | -3.6% | -13.1% | -16.4% |
| 3M | -18.4% | -4.3% | -14.1% | -18.2% |
| 6M | +2.9% | +33.8% | -30.8% | -1.9% |
| YTD | +30.4% | +22.1% | +8.3% | +25.7% |
| 1Y | +41.4% | +47.4% | -6.0% | +32.7% |
| 3Y | +104.7% | -12.3% | +116.9% | +98.2% |
| 5Y | +96.9% | -49.1% | +146.0% | +100.3% |
| 10Y | +321.5% | +423.1% | -101.6% | +189.4% |
| All | +767.2% | +2,584.4% | -1,817.2% | +269.0% |
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