+423.1%
DXCM vs ACWI
+226.8%
+196.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | -0.6% |
| 7D | -4.4% | +0.3% | -4.7% | -4.6% |
| 30D | -3.6% | -2.8% | -0.8% | -0.7% |
| 3M | -4.3% | -3.2% | -1.2% | -1.4% |
| 6M | +33.8% | +1.3% | +32.5% | +30.9% |
| YTD | +22.1% | +11.2% | +10.9% | +8.2% |
| 1Y | +47.4% | +13.8% | +33.6% | +27.4% |
| 3Y | -12.3% | +76.2% | -88.5% | -52.9% |
| 5Y | -49.1% | +59.5% | -108.6% | -69.3% |
| 10Y | +423.1% | +222.2% | +200.9% | +52.6% |
| All | +423.1% | +226.8% | +196.3% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling