+2,829.7%
MSFT vs DXCM
+2,810.6%
+19.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.7% |
| 7D | -2.7% | -3.2% | +0.5% | -2.2% |
| 30D | +2.7% | +6.3% | -3.6% | +1.7% |
| 3M | +17.0% | +21.1% | -4.1% | +13.4% |
| 6M | +23.8% | +20.6% | +3.2% | +19.8% |
| YTD | +4.0% | +32.4% | -28.5% | -1.0% |
| 1Y | -0.8% | +8.8% | -9.7% | -3.2% |
| 3Y | +55.6% | -13.7% | +69.3% | +50.3% |
| 5Y | +72.9% | -35.2% | +108.1% | +71.3% |
| 10Y | +875.8% | +281.8% | +594.0% | +618.8% |
| All | +2,829.7% | +2,810.6% | +19.1% | +1,236.4% |
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 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