-16.3%
DXCM vs ALL
+105.5%
-121.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.5% | -1.5% | -5.4% |
| 7D | -3.5% | -1.9% | -1.6% | -3.2% |
| 30D | -5.8% | +13.8% | -19.6% | -6.8% |
| 3M | -4.3% | -7.0% | +2.6% | -3.6% |
| 6M | +31.6% | +18.0% | +13.5% | +29.8% |
| YTD | +19.6% | +24.2% | -4.6% | +17.4% |
| 1Y | +36.9% | +31.2% | +5.7% | +33.5% |
| 3Y | -16.3% | +107.5% | -123.8% | -23.6% |
| All | -16.3% | +105.5% | -121.8% | -23.6% |
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