+2,894.9%
DXCM vs GRMN
+2,159.9%
+735.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -2.0% | -2.0% |
| 7D | -3.2% | -2.9% | -0.4% | -2.2% |
| 30D | +6.3% | -8.4% | +14.8% | +9.6% |
| 3M | +21.1% | +15.0% | +6.1% | +14.4% |
| 6M | +20.6% | +11.2% | +9.4% | +15.0% |
| YTD | +32.4% | +37.7% | -5.3% | +16.8% |
| 1Y | +8.8% | +18.5% | -9.6% | +0.8% |
| 3Y | -13.7% | +175.8% | -189.5% | -43.3% |
| 5Y | -35.2% | +75.1% | -110.3% | -50.1% |
| 10Y | +281.8% | +637.0% | -355.2% | +80.2% |
| All | +2,894.9% | +2,159.9% | +735.0% | +722.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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