+10.5%
MO vs DXCM
+11.0%
-0.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.9% |
| 7D | +0.3% | -3.2% | +3.6% | +0.3% |
| 30D | +0.6% | +6.3% | -5.7% | +0.6% |
| 3M | -1.0% | +21.1% | -22.1% | -1.1% |
| 6M | +4.3% | +20.6% | -16.2% | +3.7% |
| YTD | +23.3% | +32.4% | -9.2% | +22.8% |
| 1Y | +10.5% | +8.8% | +1.6% | +7.3% |
| All | +10.5% | +11.0% | -0.5% | +7.3% |
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