-16.3%
DXCM vs GSK
+63.2%
-79.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.8% | -6.0% |
| 7D | -3.5% | +1.7% | -5.2% | -3.7% |
| 30D | -5.8% | +7.0% | -12.8% | -6.6% |
| 3M | -4.3% | -2.7% | -1.7% | -4.1% |
| 6M | +31.6% | +1.4% | +30.1% | +31.1% |
| YTD | +19.6% | +5.3% | +14.3% | +19.2% |
| 1Y | +36.9% | +10.6% | +26.2% | +35.9% |
| 3Y | -16.3% | +62.6% | -78.9% | -19.0% |
| All | -16.3% | +63.2% | -79.5% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling