+4,033.5%
DXCM vs LULU
+725.5%
+3,308.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.6% | -6.4% | -4.6% |
| 7D | -6.2% | -12.6% | +6.3% | -2.9% |
| 30D | -0.3% | -19.7% | +19.5% | +5.9% |
| 3M | +10.3% | -12.2% | +22.5% | +13.9% |
| 6M | +24.1% | -39.3% | +63.5% | +42.7% |
| YTD | +27.4% | -50.3% | +77.7% | +55.1% |
| 1Y | +8.4% | -38.6% | +47.0% | +22.4% |
| 3Y | -19.0% | -74.0% | +55.0% | +12.4% |
| 5Y | -38.6% | -72.9% | +34.3% | -17.0% |
| 10Y | +252.9% | +56.2% | +196.8% | +177.7% |
| All | +4,033.5% | +725.5% | +3,308.0% | +1,314.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling