-15.3%
DXCM vs ACWI
+74.6%
-89.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.6% |
| 7D | +4.9% | +2.4% | +2.5% | +2.9% |
| 30D | -0.2% | -1.7% | +1.5% | +1.2% |
| 3M | -8.9% | -3.9% | -5.0% | -6.0% |
| 6M | +42.3% | +0.8% | +41.5% | +40.3% |
| YTD | +25.6% | +11.0% | +14.5% | +13.1% |
| 1Y | +39.5% | +13.1% | +26.4% | +23.6% |
| 3Y | -15.3% | +73.9% | -89.2% | -50.2% |
| All | -15.3% | +74.6% | -89.8% | -50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling