+128.8%
GOOG vs DXCM
-38.0%
+166.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | -1.6% | -6.5% | +4.9% | -0.2% |
| 30D | -7.7% | -4.3% | -3.4% | -6.9% |
| 3M | -9.3% | +7.3% | -16.6% | -10.8% |
| 6M | +7.4% | +22.0% | -14.6% | +2.7% |
| YTD | +4.9% | +26.4% | -21.5% | -0.7% |
| 1Y | +37.2% | +7.0% | +30.2% | +33.5% |
| 3Y | +141.6% | -19.6% | +161.2% | +130.6% |
| 5Y | +128.8% | -39.3% | +168.0% | +119.2% |
| All | +128.8% | -38.0% | +166.8% | +119.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling