+13,646.3%
LRCX vs DXCM
+2,810.6%
+10,835.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.0% | +7.1% | +5.5% |
| 7D | +1.9% | -3.2% | +5.1% | +2.6% |
| 30D | +0.1% | +6.3% | -6.3% | -1.2% |
| 3M | -8.5% | +21.1% | -29.6% | -12.8% |
| 6M | +38.1% | +20.6% | +17.5% | +31.4% |
| YTD | +80.1% | +32.4% | +47.6% | +68.0% |
| 1Y | +208.1% | +8.8% | +199.2% | +197.4% |
| 3Y | +350.2% | -13.7% | +364.0% | +334.0% |
| 5Y | +430.7% | -35.2% | +465.9% | +429.6% |
| 10Y | +3,633.2% | +281.8% | +3,351.4% | +2,447.5% |
| All | +13,646.3% | +2,810.6% | +10,835.7% | +5,132.0% |
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