+263.3%
DXCM vs AGI
+388.9%
-125.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +0.9% |
| 7D | -5.8% | -5.3% | -0.5% | -5.5% |
| 30D | -5.6% | +6.8% | -12.4% | -6.0% |
| 3M | +13.0% | +8.3% | +4.7% | +12.4% |
| 6M | +24.7% | -29.2% | +53.9% | +26.7% |
| YTD | +27.3% | -7.3% | +34.6% | +27.4% |
| 1Y | +11.2% | +8.0% | +3.2% | +10.2% |
| 3Y | -19.0% | +206.6% | -225.6% | -24.4% |
| 5Y | -38.5% | +398.1% | -436.6% | -43.8% |
| All | +263.3% | +388.9% | -125.6% | +246.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AGI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling