+1,092.7%
ACN vs DXCM
+2,810.6%
-1,717.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -3.0% |
| 7D | -1.5% | -3.2% | +1.7% | -1.1% |
| 30D | +9.4% | +6.3% | +3.0% | +8.4% |
| 3M | +5.6% | +21.1% | -15.4% | +2.7% |
| 6M | -9.3% | +20.6% | -29.8% | -11.9% |
| YTD | -29.0% | +32.4% | -61.4% | -32.0% |
| 1Y | -24.7% | +8.8% | -33.5% | -26.2% |
| 3Y | -39.8% | -13.7% | -26.1% | -41.5% |
| 5Y | -40.9% | -35.2% | -5.7% | -41.3% |
| 10Y | +91.1% | +281.8% | -190.7% | +44.1% |
| All | +1,092.7% | +2,810.6% | -1,717.9% | +490.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling