+146.8%
GOOG vs DXCM
-19.4%
+166.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.9% | +0.4% |
| 7D | +1.1% | -6.2% | +7.3% | +1.8% |
| 30D | -5.1% | -0.3% | -4.8% | -5.1% |
| 3M | -7.1% | +10.3% | -17.4% | -8.1% |
| 6M | +12.7% | +24.1% | -11.5% | +9.9% |
| YTD | +7.1% | +27.4% | -20.3% | +4.2% |
| 1Y | +43.6% | +8.4% | +35.2% | +41.3% |
| 3Y | +146.8% | -19.0% | +165.8% | +138.0% |
| All | +146.8% | -19.4% | +166.2% | +138.0% |
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