+15.0%
HON vs DXCM
-48.4%
+63.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -0.4% | -9.2% | +8.8% | +0.8% |
| 30D | +8.6% | -6.5% | +15.1% | +9.4% |
| 3M | -0.8% | -10.3% | +9.5% | +0.4% |
| 6M | -0.1% | +35.4% | -35.5% | -4.3% |
| YTD | +12.8% | +21.1% | -8.3% | +9.3% |
| 1Y | +10.4% | +38.2% | -27.8% | +5.3% |
| 3Y | +30.5% | -14.6% | +45.0% | +25.4% |
| 5Y | +15.0% | -49.6% | +64.6% | +13.7% |
| All | +15.0% | -48.4% | +63.4% | +13.7% |
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