+38.2%
DXCM vs PLUG
-46.9%
+85.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.6% |
| 7D | -9.2% | -6.8% | -2.3% | -9.0% |
| 30D | -6.5% | -16.0% | +9.6% | -6.1% |
| 3M | -10.3% | -38.7% | +28.5% | -9.4% |
| 6M | +35.4% | -61.4% | +96.8% | +38.5% |
| YTD | +21.1% | -31.0% | +52.0% | +14.4% |
| 1Y | +38.2% | -46.2% | +84.5% | +35.8% |
| All | +38.2% | -46.9% | +85.1% | +35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling