+1,126.5%
SBUX vs DXCM
+2,529.5%
-1,403.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.0% | +5.3% | +0.3% |
| 7D | +1.7% | -3.5% | +5.2% | +2.2% |
| 30D | +12.6% | -5.8% | +18.4% | +13.6% |
| 3M | +0.8% | -4.3% | +5.2% | +1.4% |
| 6M | +0.2% | +31.6% | -31.4% | -4.9% |
| YTD | +27.4% | +19.6% | +7.8% | +22.5% |
| 1Y | +31.5% | +36.9% | -5.4% | +23.4% |
| 3Y | +9.3% | -16.3% | +25.5% | +6.2% |
| 5Y | +1.5% | -50.0% | +51.5% | +4.6% |
| 10Y | +147.9% | +413.2% | -265.3% | +62.9% |
| All | +1,126.5% | +2,529.5% | -1,403.0% | +356.4% |
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 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