-15.3%
DXCM vs GSK
+65.8%
-81.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.3% |
| 7D | +4.9% | +1.1% | +3.8% | +4.8% |
| 30D | -0.2% | +6.3% | -6.5% | -1.0% |
| 3M | -8.9% | +1.8% | -10.7% | -9.2% |
| 6M | +42.3% | +1.7% | +40.6% | +41.7% |
| YTD | +25.6% | +6.5% | +19.0% | +24.9% |
| 1Y | +39.5% | +9.5% | +30.0% | +38.5% |
| 3Y | -15.3% | +65.3% | -80.6% | -16.8% |
| All | -15.3% | +65.8% | -81.1% | -16.8% |
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