+84.6%
MRK vs DXCM
+44.8%
+39.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.6% | -2.7% | +3.4% |
| 7D | +6.7% | +12.5% | -5.9% | +5.7% |
| 30D | +7.8% | +1.8% | +5.9% | +7.4% |
| 3M | +18.2% | +1.8% | +16.4% | +17.8% |
| 6M | +34.7% | +47.4% | -12.7% | +28.4% |
| YTD | +45.8% | +33.3% | +12.5% | +40.0% |
| 1Y | +84.6% | +44.6% | +39.9% | +72.5% |
| All | +84.6% | +44.8% | +39.7% | +72.5% |
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