+404.2%
DXCM vs ACWI
+219.0%
+185.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -5.9% | -5.9% |
| 7D | -3.5% | -2.4% | -1.1% | -1.0% |
| 30D | -5.8% | -5.2% | -0.6% | -0.5% |
| 3M | -4.3% | -4.8% | +0.5% | +0.4% |
| 6M | +31.6% | -1.3% | +32.9% | +32.2% |
| YTD | +19.6% | +8.4% | +11.3% | +8.8% |
| 1Y | +36.9% | +11.0% | +25.8% | +21.3% |
| 3Y | -16.3% | +70.6% | -86.8% | -53.5% |
| 5Y | -50.0% | +55.3% | -105.3% | -69.0% |
| All | +404.2% | +219.0% | +185.2% | +49.8% |
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