+106.4%
INTC vs DXCM
+411.4%
-305.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.9% |
| 7D | -4.0% | -3.7% | -0.3% | -3.5% |
| 30D | -44.5% | -5.0% | -39.5% | -44.3% |
| 3M | -40.4% | -8.8% | -31.6% | -39.8% |
| 6M | -53.5% | +31.9% | -85.3% | -56.4% |
| YTD | +57.5% | +20.4% | +37.1% | +49.6% |
| 1Y | +51.2% | +45.7% | +5.5% | +38.6% |
| 3Y | +51.6% | -15.0% | +66.6% | +46.1% |
| 5Y | +23.5% | -48.5% | +71.9% | +25.4% |
| 10Y | +106.4% | +411.2% | -304.9% | +66.6% |
| All | +106.4% | +411.4% | -305.0% | +66.6% |
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