+110.3%
MO vs DXCM
+266.8%
-156.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.6% | +1.3% |
| 7D | -1.0% | -5.8% | +4.8% | -0.8% |
| 30D | +5.8% | -5.6% | +11.4% | +6.0% |
| 3M | -4.5% | +13.0% | -17.6% | -4.9% |
| 6M | +5.7% | +24.7% | -18.9% | +4.9% |
| YTD | +23.1% | +27.3% | -4.2% | +22.0% |
| 1Y | +10.9% | +11.2% | -0.3% | +10.3% |
| 3Y | +96.1% | -19.0% | +115.1% | +95.0% |
| 5Y | +100.1% | -38.5% | +138.5% | +98.9% |
| All | +110.3% | +266.8% | -156.5% | +102.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling