-15.0%
DXCM vs ALL
+114.3%
-129.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -1.8% |
| 7D | -3.7% | -0.1% | -3.5% | -3.6% |
| 30D | -5.0% | +13.8% | -18.8% | -6.0% |
| 3M | -8.8% | -2.8% | -6.1% | -8.6% |
| 6M | +31.9% | +23.7% | +8.2% | +29.5% |
| YTD | +20.4% | +27.3% | -6.9% | +17.8% |
| 1Y | +45.7% | +30.5% | +15.2% | +42.2% |
| 3Y | -15.0% | +113.0% | -128.0% | -18.9% |
| All | -15.0% | +114.3% | -129.4% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling