+62.4%
MSFT vs DXCM
-48.7%
+111.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.3% |
| 7D | -1.3% | +4.9% | -6.2% | -2.1% |
| 30D | -1.8% | -0.2% | -1.7% | -1.9% |
| 3M | +5.6% | -8.9% | +14.5% | +7.2% |
| 6M | +29.8% | +42.3% | -12.5% | +21.7% |
| YTD | +9.0% | +25.6% | -16.5% | +4.0% |
| 1Y | +4.9% | +39.5% | -34.6% | -1.8% |
| 3Y | +46.2% | -15.3% | +61.5% | +38.8% |
| All | +62.4% | -48.7% | +111.1% | +71.7% |
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