-45.8%
NFLX vs DXCM
+40.2%
-86.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -3.1% |
| 7D | -4.4% | -3.6% | -0.7% | -3.8% |
| 30D | -11.0% | -4.3% | -6.7% | -10.4% |
| 3M | -15.5% | -10.4% | -5.2% | -14.3% |
| 6M | -28.5% | +33.1% | -61.6% | -30.4% |
| YTD | -33.1% | +22.6% | -55.8% | -36.5% |
| 1Y | -45.8% | +36.5% | -82.4% | -54.5% |
| All | -45.8% | +40.2% | -86.0% | -54.5% |
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 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