+1,497.9%
META vs DXCM
+3,148.5%
-1,650.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.6% | -3.0% |
| 7D | -3.1% | +5.7% | -8.8% | -4.3% |
| 30D | -18.1% | +1.3% | -19.4% | -18.4% |
| 3M | +2.9% | +2.2% | +0.7% | +2.1% |
| 6M | +0.2% | +42.0% | -41.8% | -8.0% |
| YTD | -8.1% | +27.3% | -35.4% | -13.8% |
| 1Y | -4.5% | +42.5% | -47.0% | -12.8% |
| 3Y | +94.2% | -13.3% | +107.5% | +85.2% |
| 5Y | +79.1% | -46.8% | +125.9% | +84.0% |
| 10Y | +405.9% | +445.8% | -39.9% | +230.0% |
| All | +1,497.9% | +3,148.5% | -1,650.6% | +660.7% |
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 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