+46.1%
GOOGL vs DXCM
+11.0%
+35.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.9% |
| 7D | -2.3% | -3.2% | +0.9% | -1.9% |
| 30D | -6.6% | +6.3% | -13.0% | -7.5% |
| 3M | -9.0% | +21.1% | -30.1% | -11.2% |
| 6M | +11.8% | +20.6% | -8.8% | +8.3% |
| YTD | +8.3% | +32.4% | -24.2% | +4.5% |
| 1Y | +46.1% | +8.8% | +37.3% | +38.5% |
| All | +46.1% | +11.0% | +35.1% | +38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling