+1.9%
META vs DXCM
+44.9%
-43.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.2% |
| 7D | +3.3% | -3.7% | +7.0% | +3.9% |
| 30D | -10.8% | -5.0% | -5.8% | -10.1% |
| 3M | +7.9% | -8.8% | +16.7% | +9.1% |
| 6M | +5.4% | +31.9% | -26.5% | +0.5% |
| YTD | -2.6% | +20.4% | -23.0% | -2.8% |
| 1Y | +1.9% | +45.7% | -43.9% | +2.7% |
| All | +1.9% | +44.9% | -43.0% | +2.7% |
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 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