0.0%
MSFT vs DXCM
+6.5%
-6.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.7% | -0.6% |
| 7D | -1.4% | -6.2% | +4.8% | -0.6% |
| 30D | -1.0% | -0.3% | -0.8% | -1.0% |
| 3M | +20.2% | +10.3% | +9.9% | +18.3% |
| 6M | +21.3% | +24.1% | -2.9% | +18.4% |
| YTD | +2.8% | +27.4% | -24.6% | +0.2% |
| 1Y | 0.0% | +8.4% | -8.4% | -4.4% |
| All | 0.0% | +6.5% | -6.6% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling