+78.0%
MRK vs DXCM
+8.4%
+69.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.0% |
| 7D | -5.0% | -5.8% | +0.8% | -4.7% |
| 30D | +11.0% | -5.6% | +16.6% | +11.3% |
| 3M | +22.4% | +13.0% | +9.4% | +21.3% |
| 6M | +25.4% | +24.7% | +0.7% | +23.2% |
| YTD | +39.5% | +27.3% | +12.2% | +36.6% |
| 1Y | +78.0% | +11.2% | +66.8% | +70.8% |
| All | +78.0% | +8.4% | +69.6% | +70.8% |
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 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