+700.7%
GOOGL vs DXCM
+391.0%
+309.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.5% |
| 7D | +5.7% | -3.6% | +9.3% | +6.4% |
| 30D | -15.6% | -4.3% | -11.3% | -15.0% |
| 3M | -13.0% | -10.4% | -2.6% | -11.4% |
| 6M | -22.8% | +33.1% | -55.9% | -27.4% |
| YTD | -4.4% | +22.6% | -27.0% | -8.9% |
| 1Y | +4.5% | +36.5% | -32.1% | -2.5% |
| 3Y | +127.4% | -13.5% | +140.9% | +117.1% |
| 5Y | +102.8% | -49.6% | +152.5% | +107.5% |
| All | +700.7% | +391.0% | +309.6% | +516.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling