+3.1%
HON vs DXCM
-38.0%
+41.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -0.6% | -6.5% | +5.9% | +0.2% |
| 30D | -15.4% | -4.3% | -11.1% | -15.0% |
| 3M | -9.1% | +7.3% | -16.4% | -10.2% |
| 6M | -17.1% | +22.0% | -39.1% | -19.5% |
| YTD | +1.5% | +26.4% | -24.9% | -1.9% |
| 1Y | -1.3% | +7.0% | -8.3% | -3.1% |
| 3Y | +19.5% | -19.6% | +39.2% | +16.4% |
| 5Y | +3.1% | -39.3% | +42.4% | -1.1% |
| All | +3.1% | -38.0% | +41.1% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling