+45,622.0%
NFLX vs DXCM
+2,810.6%
+42,811.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.0% | -3.3% | -5.0% |
| 7D | -4.2% | -3.2% | -1.0% | -3.7% |
| 30D | +5.5% | +6.3% | -0.9% | +4.4% |
| 3M | -4.1% | +21.1% | -25.1% | -7.4% |
| 6M | -20.7% | +20.6% | -41.3% | -23.7% |
| YTD | -16.5% | +32.4% | -49.0% | -21.1% |
| 1Y | -37.8% | +8.8% | -46.6% | -39.6% |
| 3Y | +77.9% | -13.7% | +91.6% | +71.9% |
| 5Y | +32.5% | -35.2% | +67.7% | +32.1% |
| 10Y | +703.6% | +281.8% | +421.8% | +485.8% |
| All | +45,622.0% | +2,810.6% | +42,811.4% | +20,827.3% |
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