+1,975.8%
DHR vs DXCM
+2,810.6%
-834.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.3% |
| 7D | -3.9% | -3.2% | -0.7% | -3.4% |
| 30D | +4.0% | +6.3% | -2.3% | +3.1% |
| 3M | +11.5% | +21.1% | -9.6% | +8.1% |
| 6M | +1.9% | +20.6% | -18.7% | -1.3% |
| YTD | -8.9% | +32.4% | -41.3% | -13.1% |
| 1Y | +5.1% | +8.8% | -3.7% | +2.8% |
| 3Y | -10.3% | -13.7% | +3.5% | -12.9% |
| 5Y | -27.8% | -35.2% | +7.4% | -28.4% |
| 10Y | +203.6% | +281.8% | -78.2% | +124.3% |
| All | +1,975.8% | +2,810.6% | -834.8% | +851.5% |
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