-36.3%
DXCM vs A
-12.8%
-23.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.3% |
| 7D | -3.2% | -1.9% | -1.3% | -2.3% |
| 30D | +6.3% | +6.9% | -0.6% | +2.7% |
| 3M | +21.1% | +9.2% | +11.9% | +15.3% |
| 6M | +20.6% | +25.7% | -5.1% | +5.9% |
| YTD | +32.4% | +11.5% | +20.9% | +23.5% |
| 1Y | +8.8% | +18.4% | -9.5% | -2.6% |
| 3Y | -13.7% | +26.6% | -40.3% | -30.1% |
| All | -36.3% | -12.8% | -23.5% | -31.8% |
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