+3,011.0%
MSFT vs DXCM
+2,529.5%
+481.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.0% | -0.1% |
| 7D | +1.7% | -3.5% | +5.2% | +2.2% |
| 30D | +0.2% | -5.8% | +6.0% | +1.0% |
| 3M | +6.4% | -4.3% | +10.7% | +6.9% |
| 6M | +28.7% | +31.6% | -2.9% | +22.9% |
| YTD | +10.4% | +19.6% | -9.2% | +6.7% |
| 1Y | +7.6% | +36.9% | -29.2% | +1.7% |
| 3Y | +52.3% | -16.3% | +68.6% | +48.2% |
| 5Y | +64.5% | -50.0% | +114.5% | +69.4% |
| 10Y | +917.8% | +413.2% | +504.7% | +623.7% |
| All | +3,011.0% | +2,529.5% | +481.5% | +1,339.1% |
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