+702.3%
GOOG vs DXCM
+402.7%
+299.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.3% | -1.4% |
| 7D | +3.0% | +4.9% | -1.9% | +2.1% |
| 30D | -14.9% | -0.2% | -14.7% | -15.0% |
| 3M | -14.9% | -8.9% | -6.0% | -13.6% |
| 6M | -26.6% | +42.3% | -68.9% | -31.8% |
| YTD | -6.6% | +25.6% | -32.2% | -11.4% |
| 1Y | +5.1% | +39.5% | -34.5% | -2.3% |
| 3Y | +121.0% | -15.3% | +136.2% | +112.2% |
| 5Y | +97.3% | -48.4% | +145.8% | +101.0% |
| All | +702.3% | +402.7% | +299.6% | +515.1% |
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 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