+8,538.8%
DXCM vs ACWI
+356.8%
+8,182.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.0% |
| YTD | +32.4% | +15.2% | +17.3% | +12.1% |
| 1Y | +8.8% | +22.7% | -13.9% | -14.5% |
| 3Y | -13.7% | +75.8% | -89.5% | -55.3% |
| 5Y | -35.2% | +67.7% | -102.9% | -63.8% |
| 10Y | +281.8% | +229.0% | +52.8% | -1.7% |
| All | +8,538.8% | +356.8% | +8,182.0% | +1,349.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling