+404.2%
DXCM vs PLUG
+6.6%
+397.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +7.4% | -13.4% | -6.6% |
| 7D | -3.5% | +5.8% | -9.3% | -4.1% |
| 30D | -5.8% | -18.5% | +12.7% | -4.3% |
| 3M | -4.3% | -30.0% | +25.6% | -1.7% |
| 6M | +31.6% | -56.2% | +87.8% | +39.5% |
| YTD | +19.6% | -26.4% | +46.0% | +19.4% |
| 1Y | +36.9% | -42.2% | +79.1% | +39.2% |
| 3Y | -16.3% | -76.8% | +60.6% | -17.1% |
| 5Y | -50.0% | -96.2% | +46.2% | -42.1% |
| All | +404.2% | +6.6% | +397.6% | +334.1% |
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