-48.1%
DXCM vs A
+11.8%
-59.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.1% |
| 7D | +4.9% | -0.5% | +5.4% | +5.1% |
| 30D | -0.2% | 0.0% | -0.1% | -0.5% |
| 3M | -8.9% | +16.7% | -25.6% | -16.1% |
| 6M | +42.3% | +54.8% | -12.6% | +12.4% |
| YTD | +25.6% | +28.8% | -3.3% | +8.6% |
| 1Y | +39.5% | +19.3% | +20.2% | +25.5% |
| 3Y | -15.3% | +65.5% | -80.8% | -41.5% |
| All | -48.1% | +11.8% | -59.9% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling