-12.4%
DXCM vs PLUG
-74.3%
+61.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.9% | -2.1% |
| 7D | -3.2% | -0.9% | -2.3% | -3.2% |
| 30D | +6.3% | +3.3% | +3.0% | +6.2% |
| 3M | +21.1% | -39.7% | +60.8% | +22.9% |
| 6M | +20.6% | -12.5% | +33.1% | +20.0% |
| YTD | +32.4% | +10.2% | +22.3% | +30.3% |
| 1Y | +8.8% | +50.7% | -41.9% | +4.9% |
| All | -12.4% | -74.3% | +61.9% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling