+536.3%
ISRG vs DXCM
+421.6%
+114.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.1% |
| 7D | +5.4% | -4.4% | +9.8% | +6.9% |
| 30D | +8.6% | -3.6% | +12.2% | +9.7% |
| 3M | +21.6% | -4.3% | +25.9% | +23.1% |
| 6M | +2.3% | +33.8% | -31.4% | -6.3% |
| YTD | -18.7% | +22.1% | -40.8% | -23.8% |
| 1Y | -17.8% | +47.4% | -65.2% | -27.1% |
| 3Y | +69.1% | -12.3% | +81.3% | +59.6% |
| 5Y | +26.5% | -49.1% | +75.6% | +34.8% |
| 10Y | +536.3% | +423.1% | +113.2% | +318.6% |
| All | +536.3% | +421.6% | +114.7% | +318.6% |
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