-7.0%
IBM vs DXCM
+6.5%
-13.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -0.3% |
| 7D | +0.3% | -6.2% | +6.5% | +1.8% |
| 30D | -1.5% | -0.3% | -1.2% | -1.5% |
| 3M | -16.8% | +10.3% | -27.1% | -18.8% |
| 6M | -9.0% | +24.1% | -33.2% | -13.0% |
| YTD | -20.1% | +27.4% | -47.4% | -23.7% |
| 1Y | -7.0% | +8.4% | -15.4% | -9.7% |
| All | -7.0% | +6.5% | -13.5% | -9.7% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling