-2.7%
NFLX vs DXCM
-50.2%
+47.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.0% | +2.7% | -1.8% |
| 7D | +2.1% | -3.5% | +5.6% | +3.0% |
| 30D | -9.0% | -5.8% | -3.2% | -7.7% |
| 3M | -14.0% | -4.3% | -9.6% | -13.2% |
| 6M | -28.2% | +31.6% | -59.7% | -33.4% |
| YTD | -32.4% | +19.6% | -52.0% | -36.2% |
| 1Y | -42.2% | +36.9% | -79.1% | -47.4% |
| 3Y | +45.9% | -16.3% | +62.1% | +36.4% |
| All | -2.7% | -50.2% | +47.5% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling