+2,256.3%
DHR vs DXCM
+2,560.6%
-304.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.4% |
| 7D | +0.2% | -9.2% | +9.4% | +1.5% |
| 30D | +6.4% | -6.5% | +12.9% | +7.2% |
| 3M | +13.6% | -10.3% | +23.9% | +15.2% |
| 6M | +41.9% | +35.4% | +6.4% | +35.0% |
| YTD | +3.4% | +21.1% | -17.7% | -0.2% |
| 1Y | +9.9% | +38.2% | -28.4% | +4.0% |
| 3Y | +21.6% | -14.6% | +36.1% | +18.4% |
| 5Y | -10.6% | -49.6% | +39.0% | -8.3% |
| 10Y | +245.2% | +393.1% | -147.9% | +147.1% |
| All | +2,256.3% | +2,560.6% | -304.3% | +992.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling