+2,662.2%
DXCM vs GSK
+209.0%
+2,453.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +0.8% |
| 7D | -4.4% | +4.9% | -9.3% | -6.6% |
| 30D | -3.6% | +10.8% | -14.5% | -8.7% |
| 3M | -4.3% | -1.8% | -2.5% | -3.8% |
| 6M | +33.8% | +4.1% | +29.6% | +29.9% |
| YTD | +22.1% | +7.9% | +14.3% | +15.6% |
| 1Y | +47.4% | +14.4% | +33.0% | +35.0% |
| 3Y | -12.3% | +68.1% | -80.4% | -38.8% |
| 5Y | -49.1% | +47.7% | -96.8% | -62.8% |
| 10Y | +423.1% | +100.5% | +322.6% | +196.4% |
| All | +2,662.2% | +209.0% | +2,453.2% | +1,068.4% |
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 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