+423.4%
NFLX vs DXCM
+421.6%
+1.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.4% |
| 7D | +2.6% | -4.4% | +6.9% | +3.6% |
| 30D | -9.0% | -3.6% | -5.4% | -8.3% |
| 3M | -13.7% | -4.3% | -9.4% | -13.0% |
| 6M | -26.9% | +33.8% | -60.7% | -32.1% |
| YTD | -31.8% | +22.1% | -53.9% | -35.7% |
| 1Y | -42.1% | +47.4% | -89.5% | -47.8% |
| 3Y | +47.0% | -12.3% | +59.2% | +39.2% |
| 5Y | -2.5% | -49.1% | +46.6% | +0.6% |
| 10Y | +423.4% | +423.1% | +0.2% | +259.6% |
| All | +423.4% | +421.6% | +1.8% | +259.6% |
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