-6.5%
DHR vs DXCM
-17.7%
+11.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.4% |
| 7D | -3.9% | -3.2% | -0.7% | -3.6% |
| 30D | +4.0% | +6.3% | -2.3% | +3.3% |
| 3M | +11.5% | +21.1% | -9.6% | +9.0% |
| 6M | +1.9% | +20.6% | -18.7% | -0.5% |
| YTD | -8.9% | +32.4% | -41.3% | -11.8% |
| 1Y | +5.1% | +8.8% | -3.7% | +3.2% |
| All | -6.5% | -17.7% | +11.1% | -10.7% |
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