+397.3%
HPQ vs DXCM
+2,560.6%
-2,163.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | -3.2% | -9.2% | +5.9% | -2.0% |
| 30D | -3.0% | -6.5% | +3.4% | -2.3% |
| 3M | +0.6% | -10.3% | +10.8% | +1.8% |
| 6M | +36.6% | +35.4% | +1.2% | +30.6% |
| YTD | +35.0% | +21.1% | +13.9% | +30.6% |
| 1Y | +23.1% | +38.2% | -15.2% | +17.0% |
| 3Y | +18.6% | -14.6% | +33.2% | +15.8% |
| 5Y | +10.3% | -49.6% | +59.9% | +12.6% |
| 10Y | +157.1% | +393.1% | -236.0% | +88.7% |
| All | +397.3% | +2,560.6% | -2,163.3% | +150.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling