+66.1%
MRVL vs DXCM
+47.0%
+19.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.1% | +7.4% | +9.9% |
| 7D | -9.8% | -4.4% | -5.5% | -10.3% |
| 30D | -43.8% | -3.6% | -40.2% | -43.8% |
| 3M | -29.3% | -4.3% | -25.0% | -29.3% |
| 6M | -9.1% | +33.8% | -42.8% | -6.9% |
| YTD | +82.2% | +22.1% | +60.1% | +86.4% |
| All | +66.1% | +47.0% | +19.1% | +64.7% |
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