+119.9%
MS vs DXCM
-48.9%
+168.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.8% |
| 7D | +0.7% | -4.4% | +5.1% | +1.5% |
| 30D | -0.9% | -3.6% | +2.7% | -0.5% |
| 3M | -13.0% | -4.3% | -8.6% | -12.6% |
| 6M | -2.0% | +33.8% | -35.7% | -7.4% |
| YTD | +7.8% | +22.1% | -14.4% | +3.3% |
| 1Y | +17.9% | +47.4% | -29.5% | +9.5% |
| 3Y | +174.8% | -12.3% | +187.0% | +160.9% |
| 5Y | +119.9% | -49.1% | +168.9% | +117.6% |
| All | +119.9% | -48.9% | +168.7% | +117.6% |
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