+229.1%
GE vs DXCM
+2,810.6%
-2,581.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.1% |
| 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% | +17.3% |
| 3Y | +275.8% | -13.7% | +289.6% | +264.5% |
| 5Y | +429.1% | -35.2% | +464.3% | +421.9% |
| 10Y | +151.2% | +281.8% | -130.6% | +77.1% |
| All | +229.1% | +2,810.6% | -2,581.5% | +30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling