+159.7%
GILD vs DXCM
+260.4%
-100.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.6% |
| 7D | -4.8% | -5.5% | +0.7% | -4.3% |
| 30D | +5.8% | -8.6% | +14.3% | +6.6% |
| 3M | +14.9% | +10.3% | +4.6% | +13.8% |
| 6M | -0.4% | +25.2% | -25.6% | -2.5% |
| YTD | +18.5% | +25.1% | -6.6% | +15.9% |
| 1Y | +25.1% | +9.2% | +15.9% | +23.4% |
| 3Y | +105.9% | -22.6% | +128.5% | +103.7% |
| 5Y | +143.0% | -39.5% | +182.5% | +140.8% |
| All | +159.7% | +260.4% | -100.6% | +130.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling