+271.9%
MRVL vs DXCM
-35.5%
+307.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.0% | +9.1% | +7.6% |
| 7D | +3.2% | -3.2% | +6.4% | +4.1% |
| 30D | +5.9% | +6.3% | -0.4% | +3.8% |
| 3M | -29.3% | +21.1% | -50.4% | -34.2% |
| 6M | +186.5% | +20.6% | +165.9% | +165.3% |
| YTD | +163.4% | +32.4% | +131.0% | +135.9% |
| 1Y | +249.5% | +8.8% | +240.7% | +230.2% |
| 3Y | +289.4% | -13.7% | +303.1% | +259.2% |
| All | +271.9% | -35.5% | +307.4% | +241.5% |
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