-3.6%
DDOG vs DXCM
-48.7%
+45.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.5% | -0.9% |
| 7D | +2.9% | +4.9% | -2.1% | +1.3% |
| 30D | -31.6% | -0.2% | -31.5% | -32.3% |
| 3M | -27.0% | -8.9% | -18.1% | -25.5% |
| 6M | -10.3% | +42.3% | -52.6% | -22.6% |
| YTD | +35.4% | +25.6% | +9.9% | +21.4% |
| 1Y | -1.0% | +39.5% | -40.5% | -14.7% |
| 3Y | +76.7% | -15.3% | +91.9% | +55.2% |
| All | -3.6% | -48.7% | +45.1% | +21.1% |
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