+694.6%
DELL vs DXCM
-19.4%
+714.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.8% | +5.7% | +2.6% |
| 7D | +25.6% | -6.2% | +31.8% | +27.1% |
| 30D | +17.7% | -0.3% | +17.9% | +17.6% |
| 3M | +33.4% | +10.3% | +23.1% | +30.0% |
| 6M | +266.2% | +24.1% | +242.1% | +247.3% |
| YTD | +328.0% | +27.4% | +300.6% | +302.8% |
| 1Y | +339.6% | +8.4% | +331.2% | +326.2% |
| 3Y | +694.6% | -19.0% | +713.6% | +680.1% |
| All | +694.6% | -19.4% | +714.0% | +680.1% |
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 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