-18.7%
IBM vs DXCM
+42.7%
-61.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | -1.7% | -9.2% | +7.5% | +0.7% |
| 30D | +10.1% | -6.5% | +16.6% | +11.7% |
| 3M | +4.8% | -10.3% | +15.1% | +7.5% |
| 6M | +12.6% | +35.4% | -22.8% | +3.8% |
| YTD | -13.9% | +21.1% | -35.0% | -19.1% |
| 1Y | -18.7% | +38.2% | -56.9% | -25.2% |
| All | -18.7% | +42.7% | -61.4% | -25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling