+500.7%
ISRG vs DXCM
+410.2%
+90.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.0% | +2.6% | -1.6% |
| 7D | +4.8% | -3.5% | +8.3% | +6.0% |
| 30D | +9.2% | -5.8% | +15.0% | +11.0% |
| 3M | +21.2% | -4.3% | +25.5% | +22.6% |
| 6M | +0.2% | +31.6% | -31.3% | -7.8% |
| YTD | -20.1% | +19.6% | -39.7% | -24.7% |
| 1Y | -17.3% | +36.9% | -54.2% | -25.3% |
| 3Y | +63.3% | -16.3% | +79.6% | +56.4% |
| 5Y | +24.1% | -50.0% | +74.1% | +33.0% |
| All | +500.7% | +410.2% | +90.5% | +296.6% |
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