+607.1%
MS vs DXCM
+410.2%
+196.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.4% | +0.3% |
| 7D | -1.6% | -3.5% | +1.9% | -1.0% |
| 30D | -3.8% | -5.8% | +2.0% | -3.0% |
| 3M | -14.6% | -4.3% | -10.3% | -14.2% |
| 6M | -5.1% | +31.6% | -36.6% | -9.6% |
| YTD | +4.5% | +19.6% | -15.1% | +0.8% |
| 1Y | +13.5% | +36.9% | -23.3% | +7.3% |
| 3Y | +160.4% | -16.3% | +176.7% | +153.4% |
| 5Y | +112.9% | -50.0% | +162.9% | +116.2% |
| All | +607.1% | +410.2% | +196.9% | +455.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling