+423.1%
DXCM vs PLUG
+25.0%
+398.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.4% | -1.4% | +1.8% |
| 7D | -4.4% | +14.5% | -18.9% | -5.5% |
| 30D | -3.6% | -10.7% | +7.1% | -2.8% |
| 3M | -4.3% | -31.2% | +26.9% | -1.6% |
| 6M | +33.8% | -51.9% | +85.7% | +40.7% |
| YTD | +22.1% | -23.9% | +46.0% | +21.5% |
| 1Y | +47.4% | -43.4% | +90.8% | +50.3% |
| 3Y | -12.3% | -74.7% | +62.4% | -13.9% |
| 5Y | -49.1% | -96.3% | +47.2% | -40.9% |
| 10Y | +423.1% | +20.0% | +403.1% | +354.5% |
| All | +423.1% | +25.0% | +398.1% | +354.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling