+76.6%
NFLX vs DXCM
-17.7%
+94.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.0% | -3.3% | -5.1% |
| 7D | -4.2% | -3.2% | -1.0% | -3.9% |
| 30D | +5.5% | +6.3% | -0.9% | +4.7% |
| 3M | -4.1% | +21.1% | -25.1% | -6.4% |
| 6M | -20.7% | +20.6% | -41.3% | -22.7% |
| YTD | -16.5% | +32.4% | -49.0% | -19.8% |
| 1Y | -37.8% | +8.8% | -46.6% | -38.9% |
| All | +76.6% | -17.7% | +94.2% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling