+393.1%
DXCM vs PLUG
-2.2%
+395.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.6% |
| 7D | -9.2% | -6.8% | -2.3% | -8.7% |
| 30D | -6.5% | -16.0% | +9.6% | -5.2% |
| 3M | -10.3% | -38.7% | +28.5% | -6.8% |
| 6M | +35.4% | -61.4% | +96.8% | +45.3% |
| YTD | +21.1% | -31.0% | +52.0% | +21.4% |
| 1Y | +38.2% | -46.2% | +84.5% | +41.5% |
| 3Y | -14.6% | -61.5% | +46.9% | -19.2% |
| 5Y | -49.6% | -96.9% | +47.3% | -40.7% |
| 10Y | +393.1% | -7.5% | +400.6% | +351.6% |
| All | +393.1% | -2.2% | +395.3% | +351.6% |
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