+6,998.6%
GOOG vs DXCM
+2,810.6%
+4,188.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.7% |
| 7D | -2.1% | -3.2% | +1.1% | -1.6% |
| 30D | -6.8% | +6.3% | -13.2% | -7.8% |
| 3M | -9.1% | +21.1% | -30.2% | -12.2% |
| 6M | +10.7% | +20.6% | -9.9% | +6.8% |
| YTD | +7.1% | +32.4% | -25.4% | +1.5% |
| 1Y | +44.6% | +8.8% | +35.8% | +40.8% |
| 3Y | +147.4% | -13.7% | +161.2% | +138.6% |
| 5Y | +133.8% | -35.2% | +169.0% | +131.7% |
| 10Y | +777.5% | +281.8% | +495.7% | +519.2% |
| All | +6,998.6% | +2,810.6% | +4,188.0% | +2,762.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling