+866.6%
MRK vs DXCM
+2,810.6%
-1,944.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.1% |
| 7D | +1.3% | -3.2% | +4.5% | +1.6% |
| 30D | +17.1% | +6.3% | +10.8% | +16.5% |
| 3M | +25.9% | +21.1% | +4.8% | +23.6% |
| 6M | +26.8% | +20.6% | +6.2% | +24.3% |
| YTD | +44.9% | +32.4% | +12.5% | +40.8% |
| 1Y | +84.8% | +8.8% | +76.0% | +82.2% |
| 3Y | +50.1% | -13.7% | +63.8% | +47.0% |
| 5Y | +127.4% | -35.2% | +162.6% | +124.4% |
| 10Y | +240.0% | +281.8% | -41.8% | +170.0% |
| All | +866.6% | +2,810.6% | -1,944.0% | +444.1% |
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