-49.1%
DXCM vs PLUG
-96.4%
+47.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.4% | -1.4% | +1.8% |
| 7D | -4.4% | +14.5% | -18.9% | -5.5% |
| 30D | -3.6% | -10.7% | +7.1% | -2.9% |
| 3M | -4.3% | -31.2% | +26.9% | -1.7% |
| 6M | +33.8% | -51.9% | +85.7% | +40.4% |
| YTD | +22.1% | -23.9% | +46.0% | +21.2% |
| 1Y | +47.4% | -43.4% | +90.8% | +49.8% |
| 3Y | -12.3% | -74.7% | +62.4% | -12.7% |
| 5Y | -49.1% | -96.3% | +47.2% | -24.9% |
| All | -49.1% | -96.4% | +47.3% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling