-2.7%
SBUX vs DXCM
-38.1%
+35.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.8% | +1.5% | -1.7% |
| 7D | -3.9% | -6.2% | +2.3% | -2.9% |
| 30D | -2.8% | -0.3% | -2.6% | -2.8% |
| 3M | +8.2% | +10.3% | -2.1% | +6.0% |
| 6M | +4.3% | +24.1% | -19.9% | -0.2% |
| YTD | +23.3% | +27.4% | -4.0% | +17.3% |
| 1Y | +24.3% | +8.4% | +15.9% | +21.0% |
| 3Y | +15.5% | -19.0% | +34.4% | +11.3% |
| 5Y | -2.7% | -38.6% | +35.9% | -12.4% |
| All | -2.7% | -38.1% | +35.4% | -12.4% |
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