+6,922.8%
KLAC vs DXCM
+2,659.3%
+4,263.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.5% | -3.6% |
| 7D | +10.0% | +4.9% | +5.0% | +8.9% |
| 30D | -14.8% | -0.2% | -14.6% | -15.0% |
| 3M | -27.2% | -8.9% | -18.3% | -26.1% |
| 6M | -17.5% | +42.3% | -59.7% | -24.2% |
| YTD | +25.8% | +25.6% | +0.3% | +18.4% |
| 1Y | +31.8% | +39.5% | -7.7% | +21.4% |
| 3Y | +195.3% | -15.3% | +210.6% | +185.1% |
| 5Y | +285.9% | -48.4% | +334.4% | +300.5% |
| 10Y | +2,247.6% | +411.4% | +1,836.2% | +1,414.8% |
| All | +6,922.8% | +2,659.3% | +4,263.6% | +2,407.0% |
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