+423.1%
DXCM vs ALL
+367.3%
+55.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | -4.4% | -3.9% | -0.5% | -3.0% |
| 30D | -3.6% | +10.6% | -14.2% | -6.6% |
| 3M | -4.3% | -4.6% | +0.2% | -3.1% |
| 6M | +33.8% | +20.2% | +13.6% | +25.3% |
| YTD | +22.1% | +23.7% | -1.6% | +12.9% |
| 1Y | +47.4% | +27.9% | +19.5% | +34.6% |
| 3Y | -12.3% | +109.2% | -121.4% | -35.2% |
| 5Y | -49.1% | +148.0% | -197.1% | -65.7% |
| 10Y | +423.1% | +363.8% | +59.3% | +123.9% |
| All | +423.1% | +367.3% | +55.8% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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