+6.5%
GOOGL vs DXCM
+40.8%
-34.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.5% |
| 7D | +3.9% | +4.9% | -1.1% | +2.8% |
| 30D | -14.9% | -0.2% | -14.8% | -15.0% |
| 3M | -14.6% | -8.9% | -5.6% | -12.9% |
| 6M | -26.4% | +42.3% | -68.7% | -31.7% |
| YTD | -5.3% | +25.6% | -30.9% | -10.2% |
| 1Y | +6.5% | +39.5% | -33.1% | -4.1% |
| All | +6.5% | +40.8% | -34.3% | -4.1% |
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