+411.2%
DXCM vs AG
+64.1%
+347.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.9% | +4.4% | -0.9% |
| 7D | -3.7% | +6.0% | -9.6% | -4.2% |
| 30D | -5.0% | -13.5% | +8.6% | -3.9% |
| 3M | -8.8% | -20.7% | +11.9% | -7.3% |
| 6M | +31.9% | -31.5% | +63.4% | +34.9% |
| YTD | +20.4% | -10.1% | +30.6% | +19.1% |
| 1Y | +45.7% | +26.0% | +19.7% | +39.5% |
| 3Y | -15.0% | +228.9% | -243.9% | -28.1% |
| 5Y | -48.5% | +8.7% | -57.1% | -53.5% |
| 10Y | +411.2% | +71.9% | +339.4% | +337.6% |
| All | +411.2% | +64.1% | +347.2% | +337.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling