-38.6%
DXCM vs AIG
+53.5%
-92.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.8% | -3.3% |
| 7D | -6.2% | -1.6% | -4.6% | -5.8% |
| 30D | -0.3% | -5.2% | +4.9% | +1.2% |
| 3M | +10.3% | +1.5% | +8.9% | +9.8% |
| 6M | +24.1% | -3.9% | +28.1% | +25.3% |
| YTD | +27.4% | -11.6% | +39.0% | +31.3% |
| 1Y | +8.4% | -2.9% | +11.3% | +8.3% |
| 3Y | -19.0% | +33.7% | -52.7% | -29.0% |
| 5Y | -38.6% | +52.7% | -91.2% | -49.7% |
| All | -38.6% | +53.5% | -92.1% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 5y: compounded portfolio wealth divided by compounded AIG 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…
5y analysis · Full analysis span regression · 6 months rolling