+140.0%
IBM vs DXCM
+409.7%
-269.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | +0.2% |
| 7D | -1.5% | -3.7% | +2.1% | -1.2% |
| 30D | +8.4% | -5.0% | +13.4% | +8.8% |
| 3M | +4.2% | -8.8% | +13.0% | +4.9% |
| 6M | +7.9% | +31.9% | -23.9% | +5.2% |
| YTD | -15.2% | +20.4% | -35.6% | -16.8% |
| 1Y | -18.7% | +45.7% | -64.5% | -21.5% |
| 3Y | +79.2% | -15.0% | +94.2% | +76.6% |
| 5Y | +144.7% | -48.5% | +193.2% | +147.0% |
| All | +140.0% | +409.7% | -269.7% | +110.6% |
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 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