+128.3%
SBUX vs DXCM
+253.0%
-124.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.2% | -1.8% |
| 7D | -6.3% | -6.5% | +0.2% | -5.3% |
| 30D | -3.9% | -4.3% | +0.4% | -3.2% |
| 3M | +3.3% | +7.3% | -4.0% | +1.9% |
| 6M | +1.4% | +22.0% | -20.6% | -2.2% |
| YTD | +21.0% | +26.4% | -5.4% | +15.8% |
| 1Y | +22.4% | +7.0% | +15.4% | +19.7% |
| 3Y | +13.2% | -19.6% | +32.8% | +10.5% |
| 5Y | -5.2% | -39.3% | +34.1% | -6.5% |
| 10Y | +128.3% | +260.9% | -132.6% | +93.8% |
| All | +128.3% | +253.0% | -124.7% | +93.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling