+489.1%
KLAC vs DXCM
-38.1%
+527.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.8% | +5.7% | +2.8% |
| 7D | +10.6% | -6.2% | +16.8% | +12.2% |
| 30D | -4.5% | -0.3% | -4.2% | -4.6% |
| 3M | -10.3% | +10.3% | -20.6% | -13.3% |
| 6M | +40.9% | +24.1% | +16.8% | +31.3% |
| YTD | +56.1% | +27.4% | +28.7% | +44.5% |
| 1Y | +109.0% | +8.4% | +100.7% | +100.5% |
| 3Y | +288.8% | -19.0% | +307.8% | +269.5% |
| 5Y | +489.1% | -38.6% | +527.7% | +486.2% |
| All | +489.1% | -38.1% | +527.2% | +486.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling