+2,777.7%
DXCM vs PLUG
-97.8%
+2,875.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -7.5% | +3.0% | -3.7% |
| 7D | +5.7% | -4.9% | +10.6% | +6.2% |
| 30D | +1.3% | -27.4% | +28.7% | +4.7% |
| 3M | +2.2% | -35.7% | +37.9% | +6.7% |
| 6M | +42.0% | -59.3% | +101.3% | +54.0% |
| YTD | +27.3% | -31.5% | +58.7% | +28.3% |
| 1Y | +42.5% | -48.9% | +91.3% | +47.7% |
| 3Y | -13.3% | -79.6% | +66.3% | -13.6% |
| 5Y | -46.8% | -96.5% | +49.6% | -37.9% |
| 10Y | +445.8% | -4.9% | +450.7% | +264.3% |
| All | +2,777.7% | -97.8% | +2,875.4% | +1,657.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling