+96.8%
ACN vs DXCM
+270.8%
-174.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -3.0% |
| 7D | -1.5% | -3.2% | +1.7% | -1.0% |
| 30D | +9.4% | +6.3% | +3.0% | +8.3% |
| 3M | +5.6% | +21.1% | -15.4% | +2.2% |
| 6M | -9.3% | +20.6% | -29.8% | -12.3% |
| YTD | -29.0% | +32.4% | -61.4% | -32.4% |
| 1Y | -24.7% | +8.8% | -33.5% | -26.5% |
| 3Y | -39.8% | -13.7% | -26.1% | -41.9% |
| 5Y | -40.9% | -35.2% | -5.7% | -41.8% |
| All | +96.8% | +270.8% | -174.0% | +67.0% |
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