-10.9%
DXCM vs PLUG
-79.9%
+68.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -7.5% | +3.0% | -4.3% |
| 7D | +5.7% | -4.9% | +10.6% | +5.8% |
| 30D | +1.3% | -27.4% | +28.7% | +2.3% |
| 3M | +2.2% | -35.7% | +37.9% | +3.5% |
| 6M | +42.0% | -59.3% | +101.3% | +45.5% |
| YTD | +27.3% | -31.5% | +58.7% | +26.9% |
| 1Y | +42.5% | -48.9% | +91.3% | +43.3% |
| All | -10.9% | -79.9% | +68.9% | -11.7% |
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