+4,177.7%
DELL vs DXCM
+253.0%
+3,924.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.4% |
| 7D | +8.7% | -6.5% | +15.2% | +10.0% |
| 30D | +16.9% | -4.3% | +21.2% | +17.7% |
| 3M | +40.4% | +7.3% | +33.2% | +37.8% |
| 6M | +267.1% | +22.0% | +245.0% | +251.3% |
| YTD | +329.1% | +26.4% | +302.7% | +307.5% |
| 1Y | +346.9% | +7.0% | +339.9% | +335.0% |
| 3Y | +696.6% | -19.6% | +716.3% | +683.5% |
| 5Y | +1,106.2% | -39.3% | +1,145.5% | +1,099.6% |
| 10Y | +4,177.7% | +260.9% | +3,916.8% | +3,342.7% |
| All | +4,177.7% | +253.0% | +3,924.7% | +3,342.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling