+425.7%
META vs DXCM
+421.6%
+4.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +3.0% | +4.6% |
| 7D | +5.7% | -4.4% | +10.1% | +6.7% |
| 30D | -10.8% | -3.6% | -7.1% | -10.2% |
| 3M | +8.4% | -4.3% | +12.7% | +9.1% |
| 6M | +5.4% | +33.8% | -28.4% | -2.3% |
| YTD | -2.6% | +22.1% | -24.7% | -8.1% |
| 1Y | +3.5% | +47.4% | -43.9% | -6.6% |
| 3Y | +102.0% | -12.3% | +114.3% | +90.7% |
| 5Y | +93.1% | -49.1% | +142.2% | +98.8% |
| 10Y | +425.7% | +423.1% | +2.5% | +288.0% |
| All | +425.7% | +421.6% | +4.1% | +288.0% |
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 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