+270.0%
INTC vs DXCM
+253.0%
+16.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | +18.0% | -6.5% | +24.5% | +19.2% |
| 30D | +8.9% | -4.3% | +13.2% | +9.6% |
| 3M | -1.6% | +7.3% | -8.8% | -3.5% |
| 6M | +133.1% | +22.0% | +111.1% | +122.4% |
| YTD | +187.9% | +26.4% | +161.5% | +172.8% |
| 1Y | +334.7% | +7.0% | +327.7% | +322.2% |
| 3Y | +184.2% | -19.6% | +203.8% | +177.8% |
| 5Y | +116.0% | -39.3% | +155.3% | +114.8% |
| 10Y | +270.0% | +260.9% | +9.0% | +215.3% |
| All | +270.0% | +253.0% | +16.9% | +215.3% |
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