-12.4%
DXCM vs A
+26.9%
-39.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | -3.2% | -1.9% | -1.3% | -2.6% |
| 30D | +6.3% | +6.9% | -0.6% | +4.0% |
| 3M | +21.1% | +9.2% | +11.9% | +17.4% |
| 6M | +20.6% | +25.7% | -5.1% | +11.0% |
| YTD | +32.4% | +11.5% | +20.9% | +26.6% |
| 1Y | +8.8% | +18.4% | -9.5% | +1.4% |
| All | -12.4% | +26.9% | -39.3% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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