+2,698.1%
TSLA vs DXCM
+256.6%
+2,441.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.8% | +7.8% | +5.1% |
| 7D | +3.4% | -6.2% | +9.6% | +5.3% |
| 30D | +12.0% | -0.3% | +12.3% | +12.1% |
| 3M | -10.0% | +10.3% | -20.3% | -13.1% |
| 6M | -7.2% | +24.1% | -31.3% | -14.1% |
| YTD | -18.1% | +27.4% | -45.5% | -25.1% |
| 1Y | +6.3% | +8.4% | -2.1% | +0.9% |
| 3Y | +48.2% | -19.0% | +67.1% | +41.7% |
| 5Y | +46.5% | -38.6% | +85.1% | +46.3% |
| 10Y | +2,698.1% | +252.9% | +2,445.2% | +1,779.9% |
| All | +2,698.1% | +256.6% | +2,441.5% | +1,779.9% |
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