+252.9%
DXCM vs GSK
+76.8%
+176.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.1% | -3.0% |
| 7D | -6.2% | -4.2% | -2.0% | -5.0% |
| 30D | -0.3% | -7.5% | +7.3% | +2.0% |
| 3M | +10.3% | -3.3% | +13.6% | +11.2% |
| 6M | +24.1% | -9.3% | +33.5% | +27.5% |
| YTD | +27.4% | +1.6% | +25.8% | +26.0% |
| 1Y | +8.4% | +25.5% | -17.1% | 0.0% |
| 3Y | -19.0% | +49.3% | -68.3% | -31.8% |
| 5Y | -38.6% | +46.7% | -85.2% | -48.8% |
| 10Y | +252.9% | +76.8% | +176.1% | +164.4% |
| All | +252.9% | +76.8% | +176.2% | +164.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 10y: compounded portfolio wealth divided by compounded GSK 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…
10y analysis · Full analysis span regression · 6 months rolling