-48.1%
DXCM vs PLUG
-97.5%
+49.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -10.5% | +12.9% | +3.2% |
| 7D | +4.9% | -23.4% | +28.4% | +7.1% |
| 30D | -0.2% | -23.4% | +23.3% | +1.8% |
| 3M | -8.9% | -51.7% | +42.8% | -3.8% |
| 6M | +42.3% | -72.0% | +114.2% | +56.3% |
| YTD | +25.6% | -43.7% | +69.2% | +27.4% |
| 1Y | +39.5% | -55.4% | +95.0% | +44.4% |
| 3Y | -15.3% | -68.0% | +52.7% | -19.7% |
| All | -48.1% | -97.5% | +49.4% | -21.3% |
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