+215.7%
DHR vs DXCM
+253.0%
-37.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -2.4% | -6.5% | +4.1% | -1.3% |
| 30D | -2.2% | -4.3% | +2.1% | -1.5% |
| 3M | +9.0% | +7.3% | +1.7% | +7.4% |
| 6M | +3.5% | +22.0% | -18.5% | -0.3% |
| YTD | -10.1% | +26.4% | -36.5% | -14.1% |
| 1Y | +6.2% | +7.0% | -0.8% | +3.8% |
| 3Y | -5.4% | -19.6% | +14.3% | -7.6% |
| 5Y | -27.9% | -39.3% | +11.4% | -28.5% |
| 10Y | +215.7% | +260.9% | -45.2% | +167.4% |
| All | +215.7% | +253.0% | -37.3% | +167.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling