+263.3%
DXCM vs DKS
+199.2%
+64.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | -5.8% | -4.7% | -1.1% | -4.9% |
| 30D | -5.6% | -35.1% | +29.5% | +1.6% |
| 3M | +13.0% | -37.7% | +50.7% | +22.5% |
| 6M | +24.7% | -30.7% | +55.4% | +31.9% |
| YTD | +27.3% | -31.9% | +59.3% | +35.0% |
| 1Y | +11.2% | -40.0% | +51.2% | +20.4% |
| 3Y | -19.0% | +28.4% | -47.4% | -27.6% |
| 5Y | -38.5% | +12.4% | -50.9% | -45.9% |
| All | +263.3% | +199.2% | +64.1% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DKS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling