+750.9%
GOOGL vs DXCM
+256.6%
+494.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.7% |
| 7D | +1.1% | -6.2% | +7.3% | +2.3% |
| 30D | -4.4% | -0.3% | -4.2% | -4.4% |
| 3M | -6.8% | +10.3% | -17.1% | -8.7% |
| 6M | +13.6% | +24.1% | -10.6% | +8.5% |
| YTD | +8.3% | +27.4% | -19.0% | +2.8% |
| 1Y | +44.9% | +8.4% | +36.6% | +40.8% |
| 3Y | +150.5% | -19.0% | +169.5% | +142.3% |
| 5Y | +137.7% | -38.6% | +176.3% | +134.8% |
| 10Y | +750.9% | +252.9% | +498.0% | +591.8% |
| All | +750.9% | +256.6% | +494.3% | +591.8% |
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