+2,986.0%
KLAC vs DXCM
+253.0%
+2,732.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.0% |
| 7D | +6.2% | -6.5% | +12.7% | +7.7% |
| 30D | -5.0% | -4.3% | -0.7% | -4.1% |
| 3M | -14.4% | +7.3% | -21.7% | -16.6% |
| 6M | +28.3% | +22.0% | +6.3% | +20.7% |
| YTD | +51.1% | +26.4% | +24.7% | +41.0% |
| 1Y | +100.4% | +7.0% | +93.4% | +93.1% |
| 3Y | +276.3% | -19.6% | +296.0% | +263.0% |
| 5Y | +452.1% | -39.3% | +491.4% | +450.5% |
| 10Y | +2,986.0% | +260.9% | +2,725.0% | +2,310.0% |
| All | +2,986.0% | +253.0% | +2,732.9% | +2,310.0% |
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 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