-15.3%
DXCM vs LULU
-74.3%
+59.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.2% | +2.2% |
| 7D | +4.9% | -4.6% | +9.6% | +5.8% |
| 30D | -0.2% | +12.3% | -12.5% | -2.2% |
| 3M | -8.9% | -11.6% | +2.7% | -7.4% |
| 6M | +42.3% | -12.8% | +55.1% | +44.7% |
| YTD | +25.6% | -49.2% | +74.7% | +37.3% |
| 1Y | +39.5% | -37.7% | +77.3% | +48.2% |
| 3Y | -15.3% | -74.7% | +59.4% | +0.4% |
| All | -15.3% | -74.3% | +59.0% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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