+3,313.5%
DELL vs DXCM
+254.9%
+3,058.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.5% | +11.2% | +11.7% |
| 7D | +0.4% | -9.2% | +9.5% | +2.0% |
| 30D | -35.1% | -6.5% | -28.6% | -34.6% |
| 3M | -15.1% | -10.3% | -4.9% | -14.0% |
| 6M | +51.7% | +35.4% | +16.3% | +41.8% |
| YTD | +200.0% | +21.1% | +178.9% | +185.5% |
| 1Y | +172.1% | +38.2% | +133.9% | +153.0% |
| 3Y | +431.2% | -14.6% | +445.8% | +416.6% |
| 5Y | +633.1% | -49.6% | +682.7% | +648.7% |
| 10Y | +2,886.3% | +393.1% | +2,493.2% | +2,237.8% |
| All | +3,313.5% | +254.9% | +3,058.5% | +2,760.6% |
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