+400.9%
DELL vs DXCM
-13.1%
+414.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.1% | +3.3% | +5.1% |
| 7D | -11.8% | -4.4% | -7.5% | -11.2% |
| 30D | -40.8% | -3.6% | -37.2% | -40.6% |
| 3M | -23.6% | -4.3% | -19.2% | -23.4% |
| 6M | +33.4% | +33.8% | -0.4% | +23.2% |
| YTD | +178.0% | +22.1% | +155.9% | +161.4% |
| 1Y | +138.6% | +47.4% | +91.2% | +114.8% |
| 3Y | +400.9% | -12.3% | +413.1% | +381.2% |
| All | +400.9% | -13.1% | +414.0% | +381.2% |
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