+1,510.3%
MO vs DXCM
+2,810.6%
-1,300.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.8% |
| 7D | +0.3% | -3.2% | +3.6% | +0.5% |
| 30D | +0.6% | +6.3% | -5.7% | +0.2% |
| 3M | -1.0% | +21.1% | -22.1% | -2.2% |
| 6M | +4.3% | +20.6% | -16.2% | +2.9% |
| YTD | +23.3% | +32.4% | -9.2% | +20.8% |
| 1Y | +10.5% | +8.8% | +1.6% | +9.3% |
| 3Y | +96.3% | -13.7% | +110.0% | +93.4% |
| 5Y | +98.9% | -35.2% | +134.1% | +96.9% |
| 10Y | +103.6% | +281.8% | -178.2% | +71.4% |
| All | +1,510.3% | +2,810.6% | -1,300.3% | +896.3% |
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 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