+156.3%
ACN vs DXCM
+421.6%
-265.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.4% | -2.7% |
| 7D | -2.5% | -4.4% | +1.8% | -1.8% |
| 30D | +22.6% | -3.6% | +26.3% | +23.3% |
| 3M | +45.9% | -4.3% | +50.3% | +46.8% |
| 6M | +43.8% | +33.8% | +10.1% | +36.6% |
| YTD | -2.5% | +22.1% | -24.6% | -6.2% |
| 1Y | +6.5% | +47.4% | -40.9% | -0.8% |
| 3Y | -14.2% | -12.3% | -1.9% | -17.3% |
| 5Y | -24.4% | -49.1% | +24.7% | -22.8% |
| 10Y | +156.3% | +423.1% | -266.8% | +106.8% |
| All | +156.3% | +421.6% | -265.3% | +106.8% |
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