+7,031.7%
GOOGL vs DXCM
+2,810.6%
+4,221.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.8% |
| 7D | -2.3% | -3.2% | +0.9% | -1.7% |
| 30D | -6.6% | +6.3% | -12.9% | -7.6% |
| 3M | -8.9% | +21.1% | -30.0% | -12.0% |
| 6M | +11.9% | +20.6% | -8.7% | +7.9% |
| YTD | +8.3% | +32.4% | -24.1% | +2.7% |
| 1Y | +46.2% | +8.8% | +37.4% | +42.4% |
| 3Y | +151.9% | -13.7% | +165.6% | +142.8% |
| 5Y | +137.7% | -35.2% | +172.9% | +135.5% |
| 10Y | +757.6% | +281.8% | +475.8% | +505.6% |
| All | +7,031.7% | +2,810.6% | +4,221.1% | +2,778.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling