+436.6%
GE vs DXCM
-35.5%
+472.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.4% |
| 7D | -1.6% | -3.2% | +1.6% | -1.2% |
| 30D | -11.6% | +6.3% | -17.9% | -12.4% |
| 3M | +3.0% | +21.1% | -18.1% | 0.0% |
| 6M | -0.5% | +20.6% | -21.1% | -3.6% |
| YTD | +9.7% | +32.4% | -22.7% | +4.9% |
| 1Y | +20.0% | +8.8% | +11.2% | +17.4% |
| 3Y | +275.8% | -13.7% | +289.6% | +262.4% |
| All | +436.6% | -35.5% | +472.1% | +413.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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