-36.3%
DXCM vs ACWI
+67.7%
-103.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.2% | +0.5% | -3.7% | -3.8% |
| 30D | +6.3% | +0.9% | +5.5% | +5.3% |
| 3M | +21.1% | +2.4% | +18.7% | +17.3% |
| 6M | +20.6% | +12.4% | +8.2% | +4.5% |
| YTD | +32.4% | +15.2% | +17.3% | +11.3% |
| 1Y | +8.8% | +22.7% | -13.9% | -15.5% |
| 3Y | -13.7% | +75.8% | -89.5% | -58.3% |
| All | -36.3% | +67.7% | -103.9% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling