+228.9%
ARM vs DXCM
-18.8%
+247.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -6.0% | +10.7% | +6.2% |
| 7D | -15.2% | -3.5% | -11.7% | -14.6% |
| 30D | -40.7% | -5.8% | -34.9% | -40.0% |
| 3M | -39.1% | -4.3% | -34.7% | -38.9% |
| 6M | -26.4% | +31.6% | -58.0% | -33.5% |
| YTD | +59.7% | +19.6% | +40.1% | +48.6% |
| 1Y | +10.3% | +36.9% | -26.5% | -1.3% |
| 3Y | +228.9% | -16.3% | +245.1% | +210.0% |
| All | +228.9% | -18.8% | +247.6% | +210.0% |
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 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