-48.1%
DXCM vs ACWI
+58.7%
-106.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.7% |
| 7D | +4.9% | +2.4% | +2.5% | +2.1% |
| 30D | -0.2% | -1.7% | +1.5% | +1.7% |
| 3M | -8.9% | -3.9% | -5.0% | -5.0% |
| 6M | +42.3% | +0.8% | +41.5% | +39.6% |
| YTD | +25.6% | +11.0% | +14.5% | +9.6% |
| 1Y | +39.5% | +13.1% | +26.4% | +19.1% |
| 3Y | -15.3% | +73.9% | -89.2% | -59.1% |
| All | -48.1% | +58.7% | -106.8% | -69.4% |
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