-22.5%
ACN vs DXCM
-50.2%
+27.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.0% | +4.2% | -0.6% |
| 7D | +0.9% | -3.5% | +4.4% | +1.5% |
| 30D | +33.5% | -5.8% | +39.3% | +34.9% |
| 3M | +53.5% | -4.3% | +57.8% | +54.6% |
| 6M | +52.2% | +31.6% | +20.7% | +44.6% |
| YTD | -0.1% | +19.6% | -19.8% | -3.9% |
| 1Y | +11.0% | +36.9% | -25.8% | +4.3% |
| 3Y | -11.8% | -16.3% | +4.5% | -15.6% |
| All | -22.5% | -50.2% | +27.7% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling