+8,200.7%
DXCM vs ACWI
+330.1%
+7,870.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.8% | -0.7% | -0.3% |
| 7D | +5.7% | -4.0% | +9.7% | +10.6% |
| 30D | +1.3% | -5.8% | +7.1% | +8.2% |
| 3M | +2.2% | -5.0% | +7.2% | +7.9% |
| 6M | +42.0% | +0.7% | +41.3% | +39.5% |
| YTD | +27.3% | +8.4% | +18.8% | +14.9% |
| 1Y | +42.5% | +10.1% | +32.4% | +26.4% |
| 3Y | -13.3% | +70.8% | -84.1% | -53.7% |
| 5Y | -46.8% | +55.4% | -102.2% | -67.7% |
| 10Y | +445.8% | +223.3% | +222.5% | +42.4% |
| All | +8,200.7% | +330.1% | +7,870.6% | +1,386.3% |
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