-21.4%
ISRG vs DXCM
+42.7%
-64.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.3% |
| 7D | -6.8% | -9.2% | +2.4% | -3.1% |
| 30D | +5.1% | -6.5% | +11.6% | +7.9% |
| 3M | +12.0% | -10.3% | +22.3% | +16.8% |
| 6M | +7.0% | +35.4% | -28.4% | -4.0% |
| YTD | -20.6% | +21.1% | -41.7% | -26.1% |
| 1Y | -21.4% | +38.2% | -59.7% | -30.2% |
| All | -21.4% | +42.7% | -64.2% | -30.2% |
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