-38.3%
NFLX vs DXCM
+6.5%
-44.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +1.9% | -1.7% |
| 7D | -5.0% | -6.2% | +1.2% | -4.6% |
| 30D | +3.5% | -0.3% | +3.8% | +3.6% |
| 3M | -7.1% | +10.3% | -17.4% | -8.0% |
| 6M | -22.5% | +24.1% | -46.6% | -23.1% |
| YTD | -18.1% | +27.4% | -45.5% | -19.0% |
| 1Y | -38.3% | +8.4% | -46.7% | -40.9% |
| All | -38.3% | +6.5% | -44.9% | -40.9% |
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