+687.9%
NFLX vs DXCM
+253.0%
+434.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -8.1% | -6.5% | -1.6% | -6.7% |
| 30D | -0.3% | -4.3% | +4.0% | +0.6% |
| 3M | -6.6% | +7.3% | -13.9% | -8.4% |
| 6M | -22.7% | +22.0% | -44.7% | -26.7% |
| YTD | -18.9% | +26.4% | -45.3% | -24.0% |
| 1Y | -39.8% | +7.0% | -46.8% | -41.9% |
| 3Y | +71.7% | -19.6% | +91.3% | +66.0% |
| 5Y | +27.2% | -39.3% | +66.5% | +26.5% |
| 10Y | +687.9% | +260.9% | +426.9% | +474.1% |
| All | +687.9% | +253.0% | +434.8% | +474.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling