+25.0%
INTC vs DXCM
-48.9%
+73.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.1% | +3.4% | +5.1% |
| 7D | -1.0% | -4.4% | +3.4% | -0.3% |
| 30D | -43.3% | -3.6% | -39.7% | -43.2% |
| 3M | -41.6% | -4.3% | -37.3% | -41.5% |
| 6M | -52.5% | +33.8% | -86.2% | -56.2% |
| YTD | +60.9% | +22.1% | +38.7% | +50.9% |
| 1Y | +55.7% | +47.4% | +8.3% | +39.8% |
| 3Y | +59.2% | -12.3% | +71.4% | +49.2% |
| 5Y | +25.0% | -49.1% | +74.1% | +24.4% |
| All | +25.0% | -48.9% | +73.9% | +24.4% |
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