+18.7%
HPQ vs DXCM
+11.0%
+7.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +2.5% |
| 7D | +6.9% | -3.2% | +10.2% | +7.3% |
| 30D | +14.4% | +6.3% | +8.1% | +13.6% |
| 3M | +25.6% | +21.1% | +4.5% | +22.6% |
| 6M | +75.0% | +20.6% | +54.5% | +71.7% |
| YTD | +50.7% | +32.4% | +18.2% | +46.3% |
| 1Y | +18.7% | +8.8% | +9.8% | +16.0% |
| All | +18.7% | +11.0% | +7.7% | +16.0% |
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