+45.3%
MO vs DXCM
+44.8%
+0.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.6% | -5.3% | +1.3% |
| 7D | +6.9% | +12.5% | -5.7% | +6.7% |
| 30D | +14.9% | +1.8% | +13.1% | +14.8% |
| 3M | +16.4% | +1.8% | +14.7% | +16.3% |
| 6M | +9.6% | +47.4% | -37.8% | +10.2% |
| YTD | +41.8% | +33.3% | +8.5% | +40.1% |
| 1Y | +45.3% | +44.6% | +0.7% | +43.6% |
| All | +45.3% | +44.8% | +0.5% | +43.6% |
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