-38.6%
DXCM vs AA
+17.0%
-55.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.5% | -7.4% | -4.4% |
| 7D | -6.2% | +1.7% | -7.9% | -6.5% |
| 30D | -0.3% | +3.3% | -3.6% | -0.9% |
| 3M | +10.3% | -29.4% | +39.7% | +15.8% |
| 6M | +24.1% | -12.8% | +36.9% | +25.0% |
| YTD | +27.4% | -2.1% | +29.5% | +25.4% |
| 1Y | +8.4% | +62.8% | -54.4% | -2.5% |
| 3Y | -19.0% | +90.5% | -109.5% | -31.6% |
| 5Y | -38.6% | +19.1% | -57.7% | -44.0% |
| All | -38.6% | +17.0% | -55.6% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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