+63.7%
MRK vs DXCM
+40.8%
+22.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.4% |
| 7D | +0.7% | +4.9% | -4.2% | +0.3% |
| 30D | +0.3% | -0.2% | +0.4% | +0.2% |
| 3M | +9.7% | -8.9% | +18.6% | +10.2% |
| 6M | +32.0% | +42.3% | -10.3% | +26.7% |
| YTD | +43.3% | +25.6% | +17.7% | +38.3% |
| 1Y | +63.7% | +39.5% | +24.1% | +53.4% |
| All | +63.7% | +40.8% | +22.9% | +53.4% |
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