+695.5%
NFLX vs DXCM
+255.8%
+439.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +1.9% | -1.0% |
| 7D | -5.0% | -6.2% | +1.2% | -3.6% |
| 30D | +3.5% | -0.3% | +3.8% | +3.6% |
| 3M | -7.1% | +10.3% | -17.4% | -9.5% |
| 6M | -22.5% | +24.1% | -46.6% | -26.8% |
| YTD | -18.1% | +27.4% | -45.5% | -23.3% |
| 1Y | -38.3% | +8.4% | -46.7% | -40.6% |
| 3Y | +73.4% | -19.0% | +92.4% | +67.3% |
| 5Y | +26.7% | -38.6% | +65.3% | +25.7% |
| All | +695.5% | +255.8% | +439.8% | +478.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling