-49.6%
DXCM vs ACWI
+60.2%
-109.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.9% |
| 7D | -3.6% | +2.7% | -6.3% | -6.5% |
| 30D | -4.3% | -2.6% | -1.7% | -1.5% |
| 3M | -10.4% | -3.2% | -7.2% | -7.3% |
| 6M | +33.1% | +1.9% | +31.2% | +29.0% |
| YTD | +22.6% | +11.3% | +11.3% | +6.7% |
| 1Y | +36.5% | +11.7% | +24.9% | +18.4% |
| 3Y | -13.5% | +74.4% | -87.9% | -58.3% |
| 5Y | -49.6% | +59.5% | -109.1% | -70.4% |
| All | -49.6% | +60.2% | -109.8% | -70.4% |
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