+214.0%
ARM vs DXCM
-13.6%
+227.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -4.5% | -8.5% | -11.9% |
| 7D | -27.1% | +5.7% | -32.8% | -28.3% |
| 30D | -44.9% | +1.3% | -46.2% | -45.2% |
| 3M | -39.3% | +2.2% | -41.5% | -40.0% |
| 6M | -20.2% | +42.0% | -62.2% | -29.2% |
| YTD | +52.5% | +27.3% | +25.3% | +39.9% |
| 1Y | +4.1% | +42.5% | -38.4% | -7.7% |
| All | +214.0% | -13.6% | +227.6% | +191.8% |
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 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