+179.1%
LRCX vs DXCM
+8.4%
+170.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -5.7% |
| 7D | +1.8% | -5.8% | +7.6% | +2.1% |
| 30D | -4.3% | -5.6% | +1.3% | -4.0% |
| 3M | -7.3% | +13.0% | -20.4% | -7.8% |
| 6M | +38.6% | +24.7% | +13.9% | +34.4% |
| YTD | +74.4% | +27.3% | +47.1% | +69.6% |
| 1Y | +179.1% | +11.2% | +167.9% | +179.3% |
| All | +179.1% | +8.4% | +170.7% | +179.3% |
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