+41.3%
SBUX vs DXCM
+44.8%
-3.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.6% | -1.9% | +4.2% |
| 7D | +6.3% | +12.5% | -6.2% | +5.4% |
| 30D | +16.2% | +1.8% | +14.4% | +15.8% |
| 3M | +5.1% | +1.8% | +3.3% | +4.9% |
| 6M | +5.7% | +47.4% | -41.6% | +3.0% |
| YTD | +32.6% | +33.3% | -0.7% | +30.3% |
| 1Y | +41.3% | +44.6% | -3.3% | +40.2% |
| All | +41.3% | +44.8% | -3.5% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling