+374.8%
META vs DXCM
+272.3%
+102.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.4% |
| 7D | +6.7% | -3.2% | +9.9% | +7.5% |
| 30D | +4.8% | +6.3% | -1.6% | +3.2% |
| 3M | -1.6% | +21.1% | -22.7% | -6.2% |
| 6M | -7.5% | +20.6% | -28.0% | -12.0% |
| YTD | -6.4% | +32.4% | -38.8% | -13.0% |
| 1Y | -17.3% | +8.8% | -26.2% | -20.2% |
| 3Y | +109.9% | -13.7% | +123.7% | +99.0% |
| 5Y | +65.4% | -35.2% | +100.5% | +62.4% |
| All | +374.8% | +272.3% | +102.5% | +260.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling