+2,894.9%
DXCM vs AGI
+1,464.8%
+1,430.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.9% |
| 7D | -3.2% | +0.6% | -3.8% | -3.3% |
| 30D | +6.3% | +18.2% | -11.9% | +5.3% |
| 3M | +21.1% | -4.1% | +25.2% | +21.1% |
| 6M | +20.6% | -28.7% | +49.3% | +22.3% |
| YTD | +32.4% | -4.0% | +36.4% | +32.1% |
| 1Y | +8.8% | +17.4% | -8.6% | +7.2% |
| 3Y | -13.7% | +203.0% | -216.8% | -19.6% |
| 5Y | -35.2% | +376.7% | -411.8% | -41.2% |
| 10Y | +281.8% | +407.5% | -125.7% | +237.9% |
| All | +2,894.9% | +1,464.8% | +1,430.1% | +2,275.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling