+2,605.6%
DXCM vs GSK
+201.7%
+2,403.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.8% | -5.9% |
| 7D | -3.5% | +1.7% | -5.2% | -4.2% |
| 30D | -5.8% | +7.0% | -12.8% | -9.1% |
| 3M | -4.3% | -2.7% | -1.7% | -3.3% |
| 6M | +31.6% | +1.4% | +30.1% | +29.5% |
| YTD | +19.6% | +5.3% | +14.3% | +14.6% |
| 1Y | +36.9% | +10.6% | +26.2% | +27.7% |
| 3Y | -16.3% | +62.6% | -78.9% | -40.5% |
| 5Y | -50.0% | +41.7% | -91.7% | -62.6% |
| 10Y | +413.2% | +104.7% | +308.4% | +184.7% |
| All | +2,605.6% | +201.7% | +2,403.9% | +1,058.6% |
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