+28.2%
HON vs DXCM
-15.9%
+44.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.9% |
| 7D | +3.6% | -3.6% | +7.2% | +3.8% |
| 30D | +7.8% | -4.3% | +12.1% | +8.1% |
| 3M | -4.8% | -10.4% | +5.6% | -4.0% |
| 6M | -1.7% | +33.1% | -34.8% | -4.1% |
| YTD | +10.7% | +22.6% | -11.9% | +8.5% |
| 1Y | +7.8% | +36.5% | -28.8% | +4.8% |
| All | +28.2% | -15.9% | +44.1% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling