+10,005.2%
LRCX vs DXCM
+2,659.3%
+7,345.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.4% | -5.7% | -3.8% |
| 7D | +12.7% | +4.9% | +7.8% | +11.6% |
| 30D | -21.3% | -0.2% | -21.1% | -21.4% |
| 3M | -32.9% | -8.9% | -24.0% | -31.9% |
| 6M | -23.4% | +42.3% | -65.7% | -29.8% |
| YTD | +32.4% | +25.6% | +6.8% | +24.5% |
| 1Y | +48.0% | +39.5% | +8.5% | +36.3% |
| 3Y | +243.9% | -15.3% | +259.2% | +233.7% |
| 5Y | +280.6% | -48.4% | +329.1% | +296.1% |
| 10Y | +2,547.5% | +411.4% | +2,136.1% | +1,621.3% |
| All | +10,005.2% | +2,659.3% | +7,345.9% | +3,775.1% |
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