+2,894.9%
DXCM vs AA
-12.6%
+2,907.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.5% |
| 7D | -3.2% | -0.7% | -2.5% | -3.1% |
| 30D | +6.3% | +5.0% | +1.4% | +4.8% |
| 3M | +21.1% | -35.8% | +56.9% | +33.1% |
| 6M | +20.6% | -18.4% | +39.0% | +23.7% |
| YTD | +32.4% | -5.5% | +37.9% | +30.3% |
| 1Y | +8.8% | +61.0% | -52.1% | -7.0% |
| 3Y | -13.7% | +66.2% | -80.0% | -31.2% |
| 5Y | -35.2% | +11.4% | -46.6% | -47.5% |
| 10Y | +281.8% | +116.9% | +164.9% | +99.3% |
| All | +2,894.9% | -12.6% | +2,907.5% | +1,359.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling