+93.9%
INTC vs DXCM
-35.5%
+129.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.0% | +6.5% | +4.9% |
| 7D | +7.1% | -3.2% | +10.3% | +7.7% |
| 30D | -5.2% | +6.3% | -11.5% | -6.5% |
| 3M | -14.3% | +21.1% | -35.4% | -18.3% |
| 6M | +110.2% | +20.6% | +89.6% | +99.8% |
| YTD | +159.6% | +32.4% | +127.2% | +141.3% |
| 1Y | +289.3% | +8.8% | +280.4% | +276.2% |
| 3Y | +166.1% | -13.7% | +179.8% | +153.3% |
| All | +93.9% | -35.5% | +129.4% | +83.8% |
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 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