+393.1%
DXCM vs ALL
+371.2%
+21.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -9.2% | -2.6% | -6.6% | -8.4% |
| 30D | -6.5% | +12.7% | -19.2% | -10.0% |
| 3M | -10.3% | +0.4% | -10.7% | -10.5% |
| 6M | +35.4% | +23.8% | +11.6% | +25.7% |
| YTD | +21.1% | +27.8% | -6.7% | +10.7% |
| 1Y | +38.2% | +28.9% | +9.3% | +25.9% |
| 3Y | -14.6% | +113.9% | -128.4% | -37.4% |
| 5Y | -49.6% | +157.4% | -207.0% | -66.4% |
| 10Y | +393.1% | +369.0% | +24.1% | +111.5% |
| All | +393.1% | +371.2% | +21.9% | +111.5% |
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