+45.4%
GILD vs DXCM
+44.8%
+0.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.6% | -2.5% | +2.7% |
| 7D | +9.6% | +12.5% | -2.9% | +6.9% |
| 30D | +20.6% | +1.8% | +18.8% | +19.9% |
| 3M | +29.7% | +1.8% | +28.0% | +28.9% |
| 6M | +33.1% | +47.4% | -14.3% | +21.8% |
| YTD | +44.7% | +33.3% | +11.4% | +35.3% |
| 1Y | +45.4% | +44.6% | +0.7% | +31.4% |
| All | +45.4% | +44.8% | +0.5% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling