-39.3%
NFLX vs DXCM
+44.8%
-84.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.6% | -2.0% | +3.7% |
| 7D | +7.1% | +12.5% | -5.4% | +5.2% |
| 30D | -1.6% | +1.8% | -3.5% | -2.0% |
| 3M | -9.8% | +1.8% | -11.5% | -10.2% |
| 6M | -27.1% | +47.4% | -74.4% | -29.9% |
| YTD | -29.2% | +33.3% | -62.5% | -32.6% |
| 1Y | -39.3% | +44.6% | -83.9% | -44.2% |
| All | -39.3% | +44.8% | -84.1% | -44.2% |
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