+4.9%
DHR vs DXCM
+8.4%
-3.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.2% |
| 7D | -5.0% | -5.8% | +0.8% | -4.1% |
| 30D | -3.3% | -5.6% | +2.3% | -2.5% |
| 3M | +9.4% | +13.0% | -3.6% | +7.0% |
| 6M | +3.2% | +24.7% | -21.5% | -0.7% |
| YTD | -12.0% | +27.3% | -39.4% | -15.4% |
| 1Y | +4.9% | +11.2% | -6.3% | +0.4% |
| All | +4.9% | +8.4% | -3.5% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling