+2,605.6%
DXCM vs A
+1,313.0%
+1,292.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.7% | -7.7% | -7.0% |
| 7D | -3.5% | -0.1% | -3.4% | -3.6% |
| 30D | -5.8% | +3.4% | -9.2% | -8.0% |
| 3M | -4.3% | +23.8% | -28.2% | -16.5% |
| 6M | +31.6% | +49.0% | -17.4% | +1.1% |
| YTD | +19.6% | +29.4% | -9.8% | -0.6% |
| 1Y | +36.9% | +19.4% | +17.5% | +19.2% |
| 3Y | -16.3% | +66.2% | -82.5% | -43.8% |
| 5Y | -50.0% | +15.8% | -65.8% | -58.4% |
| 10Y | +413.2% | +326.1% | +87.1% | +82.0% |
| All | +2,605.6% | +1,313.0% | +1,292.6% | +280.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling