+147.5%
IBM vs DXCM
-49.1%
+196.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.6% |
| 7D | -0.3% | -3.6% | +3.3% | 0.0% |
| 30D | +6.8% | -4.3% | +11.1% | +7.1% |
| 3M | +4.4% | -10.4% | +14.8% | +5.4% |
| 6M | +13.2% | +33.1% | -19.9% | +10.1% |
| YTD | -15.1% | +22.6% | -37.8% | -17.0% |
| 1Y | -20.2% | +36.5% | -56.7% | -22.6% |
| 3Y | +79.3% | -13.5% | +92.8% | +76.0% |
| 5Y | +147.5% | -49.6% | +197.1% | +141.2% |
| All | +147.5% | -49.1% | +196.6% | +141.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling