+29.0%
NFLX vs DXCM
-35.5%
+64.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.0% | -3.3% | -4.9% |
| 7D | -4.2% | -3.2% | -1.0% | -3.5% |
| 30D | +5.5% | +6.3% | -0.9% | +3.9% |
| 3M | -4.1% | +21.1% | -25.1% | -8.9% |
| 6M | -20.7% | +20.6% | -41.3% | -25.0% |
| YTD | -16.5% | +32.4% | -49.0% | -23.1% |
| 1Y | -37.8% | +8.8% | -46.6% | -40.2% |
| 3Y | +77.9% | -13.7% | +91.6% | +65.9% |
| All | +29.0% | -35.5% | +64.5% | +21.7% |
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