+2,894.9%
DXCM vs GSK
+199.1%
+2,695.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.0% |
| 7D | -3.2% | -1.8% | -1.4% | -2.3% |
| 30D | +6.3% | -2.2% | +8.5% | +7.3% |
| 3M | +21.1% | -1.8% | +22.9% | +21.7% |
| 6M | +20.6% | -10.6% | +31.2% | +26.9% |
| YTD | +32.4% | +4.4% | +28.0% | +27.6% |
| 1Y | +8.8% | +30.4% | -21.6% | -7.7% |
| 3Y | -13.7% | +60.1% | -73.8% | -38.7% |
| 5Y | -35.2% | +46.8% | -82.0% | -52.7% |
| 10Y | +281.8% | +79.2% | +202.6% | +132.8% |
| All | +2,894.9% | +199.1% | +2,695.8% | +1,190.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling