+690.3%
MS vs DXCM
+2,810.6%
-2,120.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.8% |
| 7D | +1.4% | -3.2% | +4.6% | +2.2% |
| 30D | -0.3% | +6.3% | -6.6% | -1.9% |
| 3M | +0.3% | +21.1% | -20.8% | -5.6% |
| 6M | +31.3% | +20.6% | +10.8% | +23.3% |
| YTD | +24.7% | +32.4% | -7.8% | +14.0% |
| 1Y | +47.9% | +8.8% | +39.1% | +41.2% |
| 3Y | +178.3% | -13.7% | +192.1% | +160.9% |
| 5Y | +144.9% | -35.2% | +180.1% | +136.6% |
| 10Y | +804.5% | +281.8% | +522.7% | +326.6% |
| All | +690.3% | +2,810.6% | -2,120.3% | +2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling