+133.6%
MRK vs DXCM
-38.0%
+171.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.6% |
| 7D | -2.7% | -6.5% | +3.8% | -2.5% |
| 30D | +12.7% | -4.3% | +17.0% | +12.9% |
| 3M | +24.2% | +7.3% | +17.0% | +23.8% |
| 6M | +27.8% | +22.0% | +5.8% | +26.7% |
| YTD | +42.2% | +26.4% | +15.8% | +40.7% |
| 1Y | +80.2% | +7.0% | +73.2% | +79.0% |
| 3Y | +48.4% | -19.6% | +68.0% | +47.9% |
| 5Y | +133.6% | -39.3% | +172.9% | +132.3% |
| All | +133.6% | -38.0% | +171.6% | +132.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling