+459.6%
IBM vs DXCM
+2,810.6%
-2,351.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.3% |
| 7D | -0.3% | -3.2% | +2.9% | 0.0% |
| 30D | +0.3% | +6.3% | -6.1% | -0.3% |
| 3M | -21.6% | +21.1% | -42.7% | -23.1% |
| 6M | -4.7% | +20.6% | -25.3% | -6.6% |
| YTD | -19.1% | +32.4% | -51.5% | -21.4% |
| 1Y | -2.5% | +8.8% | -11.3% | -3.8% |
| 3Y | +74.2% | -13.7% | +87.9% | +71.0% |
| 5Y | +113.1% | -35.2% | +148.3% | +111.0% |
| 10Y | +133.5% | +281.8% | -148.3% | +84.6% |
| All | +459.6% | +2,810.6% | -2,351.0% | +194.8% |
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