+226.1%
HPQ vs DXCM
+253.0%
-26.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.0% |
| 7D | +2.2% | -6.5% | +8.7% | +3.3% |
| 30D | +9.7% | -4.3% | +14.0% | +10.5% |
| 3M | +32.7% | +7.3% | +25.5% | +31.1% |
| 6M | +77.7% | +22.0% | +55.7% | +71.6% |
| YTD | +51.0% | +26.4% | +24.6% | +44.8% |
| 1Y | +18.4% | +7.0% | +11.4% | +16.0% |
| 3Y | +25.6% | -19.6% | +45.2% | +22.7% |
| 5Y | +38.6% | -39.3% | +77.9% | +37.2% |
| 10Y | +226.1% | +260.9% | -34.8% | +179.1% |
| All | +226.1% | +253.0% | -26.9% | +179.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling