+448.2%
NFLX vs DXCM
+402.7%
+45.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.2% | -1.4% |
| 7D | -2.0% | +4.9% | -6.9% | -3.1% |
| 30D | -11.9% | -0.2% | -11.8% | -12.0% |
| 3M | -20.6% | -8.9% | -11.7% | -19.0% |
| 6M | -29.0% | +42.3% | -71.3% | -35.0% |
| YTD | -33.7% | +25.6% | -59.3% | -37.9% |
| 1Y | -46.2% | +39.5% | -85.7% | -50.8% |
| 3Y | +39.8% | -15.3% | +55.1% | +33.7% |
| 5Y | -9.0% | -48.4% | +39.5% | -6.3% |
| All | +448.2% | +402.7% | +45.4% | +271.5% |
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