+8,481.0%
ISRG vs DXCM
+2,696.7%
+5,784.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.7% | -1.8% |
| 7D | +4.4% | +5.7% | -1.3% | +3.2% |
| 30D | +15.8% | +1.3% | +14.5% | +15.4% |
| 3M | +24.9% | +2.2% | +22.7% | +24.3% |
| 6M | +3.8% | +42.0% | -38.2% | -3.9% |
| YTD | -17.3% | +27.3% | -44.5% | -21.8% |
| 1Y | -14.6% | +42.5% | -57.1% | -21.3% |
| 3Y | +68.2% | -13.3% | +81.6% | +63.1% |
| 5Y | +28.4% | -46.8% | +75.2% | +35.0% |
| 10Y | +528.0% | +445.8% | +82.2% | +311.9% |
| All | +8,481.0% | +2,696.7% | +5,784.3% | +3,363.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling