+36,950.9%
NFLX vs DXCM
+2,529.5%
+34,421.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.0% | +2.7% | -2.3% |
| 7D | +2.1% | -3.5% | +5.6% | +2.7% |
| 30D | -9.0% | -5.8% | -3.2% | -8.1% |
| 3M | -14.0% | -4.3% | -9.6% | -13.4% |
| 6M | -28.2% | +31.6% | -59.7% | -31.8% |
| YTD | -32.4% | +19.6% | -52.0% | -35.0% |
| 1Y | -42.2% | +36.9% | -79.1% | -45.8% |
| 3Y | +45.9% | -16.3% | +62.1% | +42.1% |
| 5Y | -1.8% | -50.0% | +48.2% | +2.0% |
| 10Y | +419.6% | +413.2% | +6.5% | +266.1% |
| All | +36,950.9% | +2,529.5% | +34,421.4% | +17,134.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling