+3,063.4%
DELL vs DXCM
+258.1%
+2,805.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.1% | +3.3% | +5.1% |
| 7D | -11.8% | -4.4% | -7.5% | -11.3% |
| 30D | -40.8% | -3.6% | -37.2% | -40.7% |
| 3M | -23.6% | -4.3% | -19.2% | -23.4% |
| 6M | +33.4% | +33.8% | -0.4% | +24.9% |
| YTD | +178.0% | +22.1% | +155.9% | +164.1% |
| 1Y | +138.6% | +47.4% | +91.2% | +119.1% |
| 3Y | +400.9% | -12.3% | +413.1% | +384.9% |
| 5Y | +580.7% | -49.1% | +629.8% | +593.9% |
| 10Y | +2,655.3% | +423.1% | +2,232.2% | +2,046.3% |
| All | +3,063.4% | +258.1% | +2,805.3% | +2,546.8% |
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