+1,179.3%
SBUX vs DXCM
+2,546.4%
-1,367.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.7% |
| 7D | +4.9% | -3.7% | +8.6% | +5.6% |
| 30D | +21.2% | -5.0% | +26.1% | +22.1% |
| 3M | +5.7% | -8.8% | +14.5% | +7.1% |
| 6M | +6.0% | +31.9% | -25.9% | +0.6% |
| YTD | +32.9% | +20.4% | +12.5% | +27.7% |
| 1Y | +33.3% | +45.7% | -12.5% | +23.9% |
| 3Y | +13.0% | -15.0% | +28.0% | +9.6% |
| 5Y | +8.8% | -48.5% | +57.3% | +11.6% |
| 10Y | +154.6% | +411.2% | -256.6% | +67.5% |
| All | +1,179.3% | +2,546.4% | -1,367.1% | +375.6% |
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