+161.8%
MS vs DXCM
-13.6%
+175.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.5% | -1.4% | -5.4% |
| 7D | -3.4% | +5.7% | -9.1% | -4.0% |
| 30D | -3.9% | +1.3% | -5.2% | -4.1% |
| 3M | -15.9% | +2.2% | -18.1% | -16.3% |
| 6M | -2.5% | +42.0% | -44.5% | -7.8% |
| YTD | +5.1% | +27.3% | -22.2% | +0.9% |
| 1Y | +13.0% | +42.5% | -29.5% | +6.8% |
| All | +161.8% | -13.6% | +175.5% | +134.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling