+119.5%
GOOG vs DXCM
-17.0%
+136.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | +1.2% | -9.2% | +10.3% | +2.2% |
| 30D | -16.7% | -6.5% | -10.2% | -16.2% |
| 3M | -15.2% | -10.3% | -5.0% | -14.3% |
| 6M | -24.8% | +35.4% | -60.2% | -27.2% |
| YTD | -7.2% | +21.1% | -28.3% | -9.3% |
| 1Y | -0.1% | +38.2% | -38.3% | -3.6% |
| All | +119.5% | -17.0% | +136.5% | +103.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling