+1,563.7%
META vs DXCM
+3,303.1%
-1,739.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.6% | -5.2% | 0.0% |
| 7D | +2.9% | +12.5% | -9.7% | +0.2% |
| 30D | -15.1% | +1.8% | -16.9% | -15.5% |
| 3M | +7.2% | +1.8% | +5.5% | +6.5% |
| 6M | +3.4% | +47.4% | -44.0% | -5.8% |
| YTD | -4.3% | +33.3% | -37.6% | -11.1% |
| 1Y | +0.8% | +44.6% | -43.9% | -8.2% |
| 3Y | +102.2% | -9.2% | +111.4% | +90.9% |
| 5Y | +89.4% | -43.8% | +133.2% | +92.3% |
| 10Y | +426.7% | +471.8% | -45.0% | +240.1% |
| All | +1,563.7% | +3,303.1% | -1,739.4% | +684.1% |
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