+643.6%
GOOGL vs DXCM
+411.4%
+232.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | 0.0% |
| 7D | +2.6% | -3.7% | +6.3% | +3.3% |
| 30D | -18.3% | -5.0% | -13.3% | -17.6% |
| 3M | -19.6% | -8.8% | -10.7% | -18.4% |
| 6M | -28.2% | +31.9% | -60.1% | -32.3% |
| YTD | -8.0% | +20.4% | -28.4% | -12.0% |
| 1Y | -0.7% | +45.7% | -46.4% | -8.4% |
| 3Y | +118.8% | -15.0% | +133.8% | +109.7% |
| 5Y | +98.9% | -48.5% | +147.3% | +102.6% |
| 10Y | +643.6% | +411.2% | +232.4% | +474.8% |
| All | +643.6% | +411.4% | +232.2% | +474.8% |
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