-15.9%
ACN vs DXCM
-13.9%
-1.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.1% |
| 7D | -3.8% | +4.9% | -8.8% | -4.5% |
| 30D | +16.5% | -0.2% | +16.7% | +16.4% |
| 3M | +41.5% | -8.9% | +50.4% | +43.0% |
| 6M | +60.1% | +42.3% | +17.8% | +53.7% |
| YTD | -3.9% | +25.6% | -29.5% | -6.8% |
| 1Y | +4.1% | +39.5% | -35.4% | +0.1% |
| 3Y | -15.9% | -15.3% | -0.6% | -20.1% |
| All | -15.9% | -13.9% | -1.9% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling