+19.7%
HPQ vs DXCM
-19.4%
+39.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.8% | -0.7% | -4.1% |
| 7D | -0.5% | -6.2% | +5.7% | +0.2% |
| 30D | +3.7% | -0.3% | +4.0% | +3.8% |
| 3M | +24.3% | +10.3% | +14.0% | +22.8% |
| 6M | +64.8% | +24.1% | +40.6% | +60.9% |
| YTD | +43.9% | +27.4% | +16.5% | +40.0% |
| 1Y | +11.7% | +8.4% | +3.3% | +10.1% |
| 3Y | +19.7% | -19.0% | +38.7% | +13.6% |
| All | +19.7% | -19.4% | +39.1% | +13.6% |
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