-36.3%
DXCM vs GSK
+48.0%
-84.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.7% |
| 7D | -3.2% | -1.8% | -1.4% | -2.9% |
| 30D | +6.3% | -2.2% | +8.5% | +6.7% |
| 3M | +21.1% | -1.8% | +22.9% | +21.4% |
| 6M | +20.6% | -10.6% | +31.2% | +22.9% |
| YTD | +32.4% | +4.4% | +28.0% | +31.1% |
| 1Y | +8.8% | +30.4% | -21.6% | +3.3% |
| 3Y | -13.7% | +60.1% | -73.8% | -24.2% |
| All | -36.3% | +48.0% | -84.3% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling