-10.5%
ISRG vs DXCM
+44.8%
-55.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.6% | +2.7% | +7.0% |
| 7D | +8.5% | +12.5% | -4.0% | +4.2% |
| 30D | +18.6% | +1.8% | +16.8% | +17.7% |
| 3M | +30.9% | +1.8% | +29.1% | +29.8% |
| 6M | +6.6% | +47.4% | -40.8% | -5.3% |
| YTD | -14.9% | +33.3% | -48.2% | -22.3% |
| 1Y | -10.5% | +44.6% | -55.1% | -17.8% |
| All | -10.5% | +44.8% | -55.4% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling