+2,605.6%
DXCM vs AA
-30.6%
+2,636.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.9% | -8.9% | -6.7% |
| 7D | -3.5% | +0.9% | -4.4% | -3.7% |
| 30D | -5.8% | -6.7% | +0.9% | -4.3% |
| 3M | -4.3% | -16.3% | +12.0% | -0.8% |
| 6M | +31.6% | -37.1% | +68.7% | +44.2% |
| YTD | +19.6% | -25.0% | +44.7% | +23.9% |
| 1Y | +36.9% | +8.6% | +28.3% | +29.0% |
| 3Y | -16.3% | +57.2% | -73.5% | -32.3% |
| 5Y | -50.0% | -13.0% | -37.0% | -56.7% |
| 10Y | +413.2% | +65.5% | +347.6% | +188.0% |
| All | +2,605.6% | -30.6% | +2,636.3% | +1,288.4% |
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